An on-line supervisory computer control model for optimization of multiple objectiveprogramming problems is developedand applied to machining problems. Specifically, the turning operation is formulated and solved by the approach. For the first time, the characteristics of on-line multi-objective problems are described and an approach for solving such problems is developed. The proposed system maintains feasibility of operations and optimizesobjectives based on the machine performance and on-line interactions with the decision-maker (DM). The model is hierarchical and consists of two levels: level I is designed to protect automated machinery and the workpiece by monitoring the process outputs; and level 2 is designed to optimize the on-line multi-objective problem. The tasks of both levels are accomplished by on-linemonitoring and control of changes in processoutputs via real-time information provided by sensors. The recommended parameters, obtainable from the multi-objective optimization approach, are used to create and update a database for machinability problems for future use. An example is discussed.