Ballistic missile defense system (BMDS) is important for its special role in ensuring national security and maintaining strategic balance. Research on modeling and simulation of the BMDS beforehand is essential as developing a real one requires lots of manpower and resources. BMDS is a typical complex system for its nonlinear, adaptive and uncertainty characteristics. The agent-based modeling method is well suited for the complex system whose overall behaviors are determined by interactions among individual elements. A multi-agent decision support system (DSS), which includes missile agent, radar agent and command center agent, is established based on the studies of structure and function of BMDS. Considering the constraints brought by radar, intercept missile, offensive missile and commander, the objective function of DSS is established. In order to dynamically generate the optimal interception plan, the variable neighborhood negative selection particle swarm optimization (VNNSPSO) algorithm is proposed to support the decision making of DSS. The proposed algorithm is compared with the standard PSO, constriction factor PSO (CFPSO), inertia weight linear decrease PSO (LDPSO), variable neighborhood PSO (VNPSO) algorithm from the aspects of convergence rate, iteration number, average fitness value and standard deviation. The simulation results verify the efficiency of the proposed algorithm. The multi-agent DSS is developed through the Repast simulation platform and the constructed DSS can generate intercept plans automatically and support three-dimensional dynamic display of missile defense process.