Currently, energy saving is increasingly important. During the production procedure, energy saving can be achieved if the operational method and machine infrastructure are improved, but it also increases the complexity of flow-shop scheduling. Actually, as one of the data mining technologies, Grey Wolf Optimization Algorithm is widely applied to various mathematical problems in engineering. However, due to the immaturity of this algorithm, it still has some defects. Therefore, we propose an improved multiobjective model based on Grey Wolf Optimization Algorithm related to Kalman filter and reinforcement learning operator, where Kalman filter is introduced to make the solution set closer to the Pareto optimal front end. By means of reinforcement learning operator, the convergence speed and solving ability of the algorithm can be improved. After testing six benchmark functions, the results show that it is better than that of the original algorithm and other comparison algorithms in terms of search accuracy and solution set diversity. The improved multiobjective model based on Grey Wolf Optimization Algorithm proposed in this paper is conducive to solving energy saving problems in flow-shop scheduling problem, and it is of great practical value in engineering and management.