A Projection Pursuit Model Optimized by Free Search is proposed for power quality comprehensive evaluation high dimensional index system. This model constructs the comprehensive evaluation function of projection pursuit, transforms the electrical energy evaluation index of diversity of unidirectional power index evaluation, avoiding the conventional evaluation methods of human subjective weighting on the result of evaluation. In order to find the best projection direction and to seek the optimal solution quickly, a free global optimization search algorithm is used, which can avoid falling into local suboptimal characteristics and to optimize the projection pursuit evaluation function effectively. After optimizing the best projection direction, which is able to reflect the various power indicators on the importance of the power quality comprehensive evaluation results. The evaluating model is proved by examples, the evaluation results of the model more and more accurate.