Due to limitations of classical weighted average aggregation operators, there is an increase usage of fuzzy integrals, like the Sugeno and Choquet integrals, as alternative aggregation operators. However, their applicability has been threatened by the crux of determining the fuzzy measures in real problems. One way to determine these measures is by using learning data and optimizing the parameters. In this paper we made a comparative study of two well known optimization algorithms, Genetic Algorithm and Gradient Descent to determine fuzzy measures. Two illustrative cases are used to compare the algorithms and assess their performance.