As in single-objective mathematical programming, the most developed part of multiobjective optimization-from the theoretical as well as the applications point of view-is multiobjective linear programming. In 1951, Gale, Kuhn, and Tucker [7] considered a pair of general matrix linear programming problems, i.e., a linear programming problem with a matrix-valued linear objective function, and established some theorems of existence and duality. With matrix linear programming problems containing linear programming problems with a vector-valued as well as a scalarvalued objective function as special cases, the developed theory comprises the respective theoretical framework for vector linear programming problems as well as for ordinary linear programming problems.The chapter consists of four sections. In Section 8.1, some existence results for multiple-objective linear programming are presented. A duality concept based on Isermann [13,15,16,17] and the multiple-objective simplex method are the subjects of Section 8.2. In Section 8.3, interactive procedures represented by the ZiontsWallenius method are described. Section 8.4 is devoted to the analysis of the Leontief pollution model consisting of multiple objectives.