My database is created on Azure SQL environment and for reporting purpose I want to create multidimensional cube. But the problem is Azure didn't support multidimensional cube. So, Is there any alternative solution to perform multidimensional cube on Azure environment?
Unfortunately, Multidimensional models are not supported in Azure PaaS (Platform as a Service). Of course you could always stand up the capability in IaaS (Infrastructure as a Service) by installing your own server.
Tabular models are becoming the trend, and these are supported in Azure Analysis Services and Power BI.
Built on SQL Server Analysis Services Azure Analysis Services is compatible with many great features already in SQL Server Analysis Services Enterprise Edition. Azure Analysis Services supports tabular models at the 1200 and higher compatibility levels. Tabular models are relational modeling constructs (model, tables, columns), articulated in tabular metadata object definitions in Tabular Model Scripting Language (TMSL) and Tabular Object Model (TOM) code. Partitions, perspectives, row-level security, bi-directional relationships, and translations are all supported*. Multidimensional models and PowerPivot for SharePoint are not supported in Azure Analysis Services.