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A formulation of multi-objective optimisation for single-tuned harmonic filter planning in industrial distribution systems is presented. The objectives are total harmonic current distortion at the point of common coupling, total harmonic voltage distortion and harmonic filter investment cost. The minimisation of all the objectives is required in harmonic filter planning. The reactive power compensation constraints, the harmonic distortion constraints, the power source variation constraints and the filter de-tuning constraints are all taken into consideration. The goal-attainment method based on the simulated annealing approach is applied to solving general multi-objective harmonic filter planning problems by assuming that the decision-maker has goals for each of the objective functions. A desirable, global optimal solution generated is guaranteed by the solution methodology. Results of application of the proposed method to general multi-objective harmonic filter planning are also presented.