show/hide this revision's text 2 corrected LaTeX errors pointed out by Will Jagy

Simulated annealing is a good answer, as given by Kjetil B Halvorsen. You can also try genetic algorithms to mix and cross-over multiple tries at different permutations.

Say that $\Pi_a$ and $\Pi_b$ are two permutations in your permutation space. If the function $f$ is not a black box, or if it is a black box which you are allowed to use as an oracle, find the value $f_a$ for $\Pi_a$ and $f_a$ for $\Pi_b$, or for a larger population of permutations. Take two or three of the highest scoring permutations based on the values of $\f(X,\Pi_j)$ f(X,\Pi_j)$ and use a genetic algorithm to cross-over between these two permutations.

Or take the single highest scoring permutation and then internally permute a short region of the permutation and recalculate $f$. Iterate as necessary. This presumes that $f$ if smoothly continuous and that you can use a hill-climbing style of approach to find local maxima or local minima, whichever you need in your case.

show/hide this revision's text 1

Simulated annealing is a good answer, as given by Kjetil B Halvorsen. You can also try genetic algorithms to mix and cross-over multiple tries at different permutations.

Say that $\Pi_a$ and $\Pi_b$ are two permutations in your permutation space. If the function $f$ is not a black box, or if it is a black box which you are allowed to use as an oracle, find the value $f_a$ for $\Pi_a$ and $f_a$ for $\Pi_b$, or for a larger population of permutations. Take two or three of the highest scoring permutations based on the values of $\f(X,\Pi_j)$ and use a genetic algorithm to cross-over between these two permutations.

Or take the single highest scoring permutation and then internally permute a short region of the permutation and recalculate $f$. Iterate as necessary. This presumes that $f$ if smoothly continuous and that you can use a hill-climbing style of approach to find local maxima or local minima, whichever you need in your case.