Multiple criteria linear programming and multiple criteria quadratic programming classification
models have been applied in some field in financial risk analysis and credit risk
control such as credit cardholders’ behavior analysis. In this paper, a fuzzy linear programming
classification method with soft constraints and criteria was proposed based on
the previous findings from other researchers. In this method, the satisfied result can be
obtained through selecting constraint and criteria boundary variable di∗, respectively. A
general framework of this method is also constructed. Two real-life datasets, one from a
major USA bank and the other from a database of KDD 99, are used to test the accurate