In this paper we present a method for optimal design of combined EWMA-EWMA control scheme. Shewhart control chart, introduced by Walter Shewhart, only takes into account present information of the process, so it is insensitive in detecting small shifts. EWMA and CUSUM control charts are good choices for detecting small shifts. A combined control scheme monitors the process for large and small shifts simultaneously. The purpose of this paper is to develop a computer program for optimal design of combined EWMA-EWMA control scheme based on multiple objective optimization problems for detecting large and small shifts simultaneously.