The objective of this study was to develop a model to assess economical and balanced feed rations for sport horses. It was based on nonparametric modelling with a combination of linear programming and a multiobjective optimization technique: weighted goal programming. The method incorporates multiple goals into optimization. The technical data presented the feed nutritional value (dry matter, metabolizable energy, metabolizable protein, etc.) and nutritional requirements, which were represented in weighted goal programming as targets. The model was tested for optimization of winter and summer feed rations, where summer feed rations are more expensive but more balanced. Optimization results show that the method of weighted goal programming is more accurate and useful in practice compared with linear programming, where only one goal (economically optimal feed rationing) is taken into account.