Wire electrical discharge machining (Wire-EDM) process is a widely used method to produce precision tools. There are many parameters that have influence on the process such as pulse on time, pulse off time, voltage, wire tension, wire diameter, material etc. In certain cases values of the parameters (e.g. cutting speed and surface roughness) conflict with each other. Usually surface quality decreases while cutting speed increases, and vice versa. It is difficult to improve both properties simultaneously. Due to the complexity of process, it is convenient to use some stochastic methods to find optimal process parameters.