Q:

There is any way to do multi selection in pickerview?

I am trying to set multiple selection for my pickerview does it possible?

A:

No, you can't do that with UIPickerView (anyway - selected item is always positioned on central row - it has to be the only one at least for that reason). You can make UIPickerView with multiple sections(columns) though and each section will have 1 selected item if that suit you.  
The best option for multiple selection (imo) is UITableView with UITableViewCellAccessoryCheckmark accessory view 

