In this paper the scheduling problem of optimization algorithms is defined. This problem is about scheduling numerical optimization methods from a set of iterative 'oracle-based' techniques in order to obtain an as efficient as possible optimization process based on the given set of algorithms. Statements are formulated and proven about the scheduling problem and methods are proposed to solve this problem. The applicability of one of the proposed methods is demonstrated through a simple fuzzy rule based machine learning example. © Springer-Verlag Berlin Heidelberg 2010.