One of the leading enabling technologies of 5G wireless networks is to use the mm-Wave spectrum band. Despite its large and wide frequency bandwidth, the obtained data rate can be diminished due to link blockage in this frequency band. We formulate a bi-objective optimization problem to optimize user association in cellular networks with mm-Wave enabled base stations. The two objectives to minimize are maximum base station utility and blockage score. We simulate three different scalarization methods to turn a bi-objective vector into a scalar. Since the combinatorial bi-objective problem is NP-Hard, we conduct Lagrangian dual analysis on all of the scalarization methods. Solving the dual problem decreases the time complexity of the solver algorithm, but the solution has a distance from the optimal point created by solving the primal. We also solve the primal optimization problem with a single objective optimization tool. Compared to the time complexity of the primal problem of scalarization methods, the time complexities of solutions to the dual problems are lower. The results show that our solution to the bi-objective optimization problem has a better outcome in terms of the number of link blockage and the maximum base station utility compared to optimizing each objective alone.