A system and method for building segmented scorecards for a population is presented. A model of the population is built using a model builder computer, and one or more variables used by the model builder to build the model is stored in a repository. A scorecard is generated for each segment of the population based on the model and using an adaptive random tree computer program. Next, the scorecard for each segment is enhanced using a integer non-linear programming computer program to determine optimal score weights associated with the variables used by the model builder to build the model, and to generate an enhanced segmented scorecard for the population.