The invention discloses a classification method for a multi-kernel support vector machine, which relates to the artificial intelligence field, in particular to the data mining technology, and comprises a data pretreatment section, a kernel function selection section, a support vector machine realizing section, and a human-computer interaction section. The work processing comprises that users submit classification request of data to the DPP, then KSP chooses the kernel function, an SILP solution module converts a multi-kernel support vector machine problem to an SILP problem and then solves the problem, a condition detecting module detects whether the condition is satisfied, and if the condition is satisfied, the HIP returns the result to users, otherwise, the parameter and the objective function are updated, and the SILP solution module is transferred to solve. The invention improves the capability of processing complex data of the support vector machine through multi-kernel functions, promotes the complexity of a module and the calculation, and converts the multi-kernel support vector machine problem to a semi-infinite linear program for avoiding the increasing of kernel functions simultaneously, and solves through a method of global convergence.