CO2 emission influences not only global climate change but also international economic and political situations. Thus, reducing the emission of CO2, a major greenhouse gas, has become a major issue in China and around the world as regards preserving the environmental ecology. Energy consumption from coal, oil, and natural gas is primarily responsible for the production of greenhouse gases and air pollutants such as SO2 and NOX, which are the main air pollutants in China. In this study, a mathematical multi-objective optimization method was adopted to analyze the collaborative emission reduction of three kinds of gases on the basis of their common restraints in different ways of energy consumption to develop an economic, clean, and efficient scheme for energy distribution. The first part introduces the background research, the collaborative emission reduction for three kinds of gases, the multi-objective optimization, the main mathematical modeling, and the optimization method. The second part discusses the four mathematical tools utilized in this study, which include the Granger causality test to analyze the causality between air quality and pollutant emission, a function analysis to determine the quantitative relation between energy consumption and pollutant emission, a multi-objective optimization to set up the collaborative optimization model that considers energy consumption, and an optimality condition analysis for the multi-objective optimization model to design the optimal-pole algorithm and obtain an efficient collaborative reduction scheme. In the empirical analysis, the data of pollutant emission and final consumption of energies of Tianjin in 1996-2012 was employed to verify the effectiveness of the model and analyze the efficient solution and the corresponding dominant set. In the last part, several suggestions for collaborative reduction are recommended and the drawn conclusions are stated.