Radzi is a Malay name. There typically are no surnames in Malay names. For example, in the name Mohd Badhri Mohd Radzi, the last part "Radzi" is not a surname, as could be expected by European customs. Rather, "Mohd Radzi" is a patronymic, i.e., the name of the father of the person.
Notable people with the name which include "Radzi" include: