The inevitable manufacturing errors of rotational machineries cause vibration of multi-frequency. This paper presents a multi-dynamic vibration absorber (MDVA) to suppress the vibration of multi-frequency. The MDVA consists of two parts, and each part includes three dynamic vibration absorbers (DVA) with equal mass but different stiffness values. In order to improve the robustness of the system, an optimization method to obtain the optimal damping values of each DVA is proposed based on dynamic response. The objective function of optimization aims to flatten the frequency response of the primary system with the changeable excitation and reduce the vibration level in a limited frequency bandwidth. The multi-frequency vibration suppression is experimentally verified. To achieve the optimal damping values, the magnetic dampers are applied in the tests. The experimental results indicate that the sensitivity of the system is reduced and the robustness of the system is enhanced, which are coincident with the simulations.