In 2017, approximately 5 million Americans were living with Alzheimer's disease (AD), and it is estimated that by 2050 this number could increase to 16 million. In this study, we apply mathematical optimization to approach microarray analysis to detect differentially expressed genes and determine the most correlated structure among their expression changes. The analysis of GSE4757 microarray dataset, which compares expression between AD neurons without neurofibrillary tangles (controls) and with neurofibrillary tangles (cases), was casted as a multiple criteria optimization (MCO) problem. Through the analysis it was possible to determine a series of Pareto efficient frontiers to find the most differentially expressed genes, which are here proposed as potential AD biomarkers. The Traveling Sales Problem (TSP) model was used to find the cyclical path of maximal correlation between the expression changes among the genes deemed important from the previous stage. This leads to a structure capable of guiding biological exploration with enhanced precision and repeatability. Ten genes were selected (FTL, GFAP, HNRNPA3, COX1, ND2, ND3, ND4, NUCKS1, RPL41, and RPS10) and their most correlated cyclic structure was found in our analyses. The biological functions of their products were found to be linked to inflammation and neurodegenerative diseases and some of them had not been reported for AD before. The TSP path connects genes coding for mitochondrial electron transfer proteins. Some of these proteins are closely related to other electron transport proteins already reported as important for AD.