We study in this paper the computation of Choquet optimal solutions in decision contexts involving multiple criteria or multiple agents. Choquet optimal solutions are solutions that optimize a Choquet integral, one of the most powerful tools in multicriteria decision making. We develop a new property that characterizes the Choquet optimal solutions. From this property, a general method to generate these solutions in the case of several criteria is proposed. We apply the method to different Pareto non-dominated sets coming from different knapsack instances with a number of criteria included between two and seven. We show that the method is effective for a number of criteria lower than five or for high size Pareto non-dominated sets. We also observe that the percentage of Choquet optimal solutions increase with the number of criteria.