Optimization is the core of transportation asset management, but current optimization approaches are still in the stage of single infrastructure management, which seriously hinders the development and application of transportation asset management. This paper establishes a comprehensive multi-infrastructure optimization model for transportation assets consisting of roads and bridges, which is aimed at achieving the goal of transportation asset comfort, integrity, and security, taking budget funds as constraint conditions, and applying the optimization technique of goal programming and integer programming. An interactive fuzzy linear-weighted optimum-order algorithm is presented to solve the comprehensive optimization model. Finally, the comprehensive multi-infrastructure optimization model and algorithm are verified to be effective by practical data in a case study. The results indicate that the model and algorithm can provide a satisfactory and reasonable maintenance and rehabilitation schedule for transportation asset management agencies.