In this paper, an amplify-and-forward (AF) multi-relay network is considered. In order to minimize the system outage probability, a new power allocation and multi-relay selection algorithm is proposed under total power constraint and each node power constraint. In the proposed algorithm, the ideal of ordering is adopted, which leads to the remarkable decrease of the computation complexity together with simple power reallocation. Simulation results show that the proposed multi-relay selection algorithm performs close to the optimal scheme with optimal power allocation and exhaustive search (OPA-ES) but with much lower complexity.