The invention discloses an optimal scheme selection method based on fuzzy clustering iteration and projection pursuit in the technical field of data clustering mining. The specific steps of the methodare as follows: S1, moderately evaluating each individual in a sample set to find the optimal object; S2: parallel evolution of two spaces; 3, after that main body group space and the belief space are mutually fused, if the evolution index reach an integral multiple of the set value, the receiving operation and the influence operation are carried out; 4, stopping that operation when the operationtermination condition is reached, otherwise, the iteration numb is increased by 1, and the operation is continued; 5, selecting that optimal scheme output according to the short distance between sample parts, The invention can avoid the selection problem of the density window width, intelligently sets all parameters in the operation process, ensures the clustering effect through the projection pursuit clustering and the fuzzy clustering iteration, optimizes the clustering center and the projection direction, improves the optimization speed of the data key vector and the selection time of theoptimal scheme.