This paper presents a novel approach to the solution of multi-objective optimal control problems. The proposed solution strategy is based on the integration of the Direct Finite Elements Transcription method, to transcribe dynamics and objectives, with a memetic strategy called Multi Agent Collaborative Search (MACS). The original multi-objective optimal control problem is reformulated as a bi-level nonlinear programming problem. In the outer level, handled by MACS, trial control vectors are generated and passed to the inner level, which enforces the solution feasibility. Solutions are then returned to the outer level to evaluate the feasibility of the corresponding objective functions, adding a penalty value in the case of infeasibility. An optional single level refinement is added to improve the ability of the scheme to converge to the Pareto front. The capabilities of the proposed approach will be demonstrated on the multi-objective optimisation of ascent trajectories of launch vehicles.