Selection of solutions for protection of on-board system from electromagnetic disturbances is considered as an optimization problem. The solution to the problem is found in the form of a set of linear protection elements, for example, shields, gaskets, and filters. The objective function of the optimization problem is the cost of a set of utilized protection elements. The following algorithms were used to solve the optimization problem: "Exhaustive search" algorithm, genetic algorithm, and the algorithm based on "Coordinate descent" method. We considered two variants of defining the descent direction applied in the algorithm based on "Coordinate descent" method: 1) by the random selection; 2) by the use of the values of "Protection Efficiency-To-Cost" coefficient. This coefficient is determined by the protection element cost and partial protection index of the element. To choose the most suitable algorithm for solving the problem, the comparative analysis of the results obtained using all the considered algorithms was performed. The results of the comparison demonstrate that the use of the algorithm based on "Coordinate descent" method with "Protection Efficiency-To- Cost" coefficient make it possible to find an appropriate solution and reduce the computational burden as compared to the other considered algorithms.