MARVELS, the Multi-Object APO Radial Velocity Exoplanet Large-area Survey, is a 6-year program to characterize the distribution of gas giant planets with orbital periods ranging from several hours to two years. MARVELS will use multi-fiber interferometric spectrographs on the wide-field, 2.5-meter Sloan Foundation telescope at Apache Point Observatory to monitor ~11,000 stars in the magnitude range V=8-12, visiting each star ~30 times over an 18-month interval, with velocity precision of 14, 18, and 35 m/s at V=8, 10, and 12. MARVELS will survey far more stars with a wider range of spectral types and metallicities than previous radial velocity searches, yielding a statistically well defined sample of ~150 giant planets drawn from a host sample with well understood selection biases. With a unique combination of large numbers and well characterized sensitivity, MARVELS will provide a critical data set for testing theories of the formation and dynamical evolution of giant planet systems. The MARVELS detections will also be an ideal sample for follow-up observations to identify multiple planet systems and understand the influence of giant planet migration on the formation and survival of less massive planets. MARVELS is one of four surveys that comprise SDSS-III (the Sloan Digital Sky Survey III), a 6-year program that will use highly multiplexed spectrographs on the Sloan Foundation Telescope to investigate cosmological parameters, the history and structure of the Milky Way galaxy, and the population of giant planet systems.