Modelling and understanding dialogues in a conversation depends on identifying the user intent from the given text. Unknown or new intent detection is a critical task, as in a realistic scenario a user intent may frequently change over time and divert even to an intent previously not encountered. This task of separating the unknown intent samples from known intents one is challenging as the unknown user intent can range from intents similar to the predefined intents to something completely different. Prior research on intent discovery often consider it as a classification task where an unknown intent can belong to a predefined set of known intent classes. In this paper we tackle the problem of detecting a completely unknown intent without any prior hints about the kind of classes belonging to unknown intents. We propose an effective post-processing method using multi-objective optimization to tune an existing neural network based intent classifier and make it capable of detecting unknown intents. We perform experiments using existing state-of-the-art intent classifiers and use our method on top of them for unknown intent detection. Our experiments across different domains and real-world datasets show that our method yields significant improvements compared with the state-of-the-art methods for unknown intent detection.