The pylon structure of an airplane is very complex, and its high-fidelity analysis is quite time-consuming. If posterior preference optimization algorithm is used to solve this problem, the huge time consumption will be unacceptable in engineering practice due to the large amount of evaluation needed for the algorithm. So, a new interactive optimization algorithm-interactive multi-objective particle swarm optimization (IMOPSO) is presented. IMOPSO is efficient, simple and operable. The decision-maker can expediently determine the accurate preference in IMOPSO. IMOPSO is used to perform the pylon structure optimization design of an airplane, and a satisfactory design is achieved after only 12 generations of IMOPSO evolutions. Compared with original design, the maximum displacement of the satisfactory design is reduced, and the mass of the satisfactory design is decreased for 22%.