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With the rapid development of economy, Inner Mongolia has undergone a tremendous change in industrial structure. Three industrial output value of the share of GDP rises from 32.7:45.4:21.9 in 1978 to11.7:55:33.3 in 2008. And the industry sector types are continuously enriched, expanded scale, The industrial structure in Inner Mongolia has more and more nationalized and advanced, and has already showed the embryonic from the first time in industrial system. but there are still a lot of problems .there are long distances from the requirement of rationalization and advanced level in industrial structure . So the research carried out to the problems in Inner Mongolia industrial structure will be of great significance in economy.In this paper, based on the sustainable development of Inner Mongolia and on the research of other scholars, planning to propose a structure model of random multi-objective optimization. This paper selects the "three wastes" pollution, that is, emissions, waste water, waste emissions as a random variable, economic growth, employment change, pollution control as a planning goal, input and output, consumption, capital, export and pollution status as a constraint conditions, the establishment of a multi-objective stochastic optimization model. All of which form this stochastic optimized model. And considering of realization of Inner Mongolia, demonstration is made in four condition.The model using data in 2007 optimize structure 0f 2007 in four instance, three of which are set up with separate goal of economic growth, ,full employment, pollution control, and were planning objectives as an industry. At the same time three goals were four cases in the industrial structure of the 2010 and 2015 optimization and calculation, simulation results show that: a single economic growth or employment targets, the Inner economy is growing quickly, but need to pay great environmental costs. Pollution control of a single goal, although can achieve effective control of pollution emissions, significantly reduced the level of economic growth. In the multi-objective optimization programs, pollution emissions to meet the "Eleventh Five-Year Plan" objectives and requirements, while maintaining the high economic growth, model optimization results more desirable to achieve the original purpose of modeling. Finally, based on the findings, put forward the industrial structure optimization and upgrading of the corresponding policy recommendations.
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