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Model. Comput. Simul."],"published-print":{"date-parts":[[2014,5,2]]},"abstract":"<jats:p>We consider the problem of selecting the best feasible system with constraints on multiple secondary performance measures. We develop fully sequential indifference-zone procedures to solve this problem that guarantee a nominal probability of correct selection. In addition, we address two issues critical to the efficiency of these procedures: namely, the allocation of error between feasibility determination and selection of the best system, and the use of Common Random Numbers. We provide a recommended error allocation as a function of the number of constraints, supported by an experimental study and an approximate asymptotic analysis. 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