Combinatorial chemistry is widely used in drug discovery. Once a lead compound has been identified, a series of R-groups and reagents can be selected and combined to generate new potential drugs. The combinatorial nature of this problem leads to chemical libraries containing usually a very large number of virtual compounds, far too large to permit their chemical synthesis. Therefore, one often wants to select a subset of "good" reagents for each R-group of reagents and synthesize all their possible combinations. In this research, one encounters some difficulties. First, the selection of reagents has to be done such that the compounds of the resulting sublibrary simultaneously optimize a series of chemical properties. For each compound, a desirability index, a concept proposed by Harrington,(20) is used to summarize those properties in one fitness value. Then a loss function is used as objective criteria to globally quantify the quality of a sublibrary. Second, there are a huge number of possible sublibraries, and the solutions space has to be explored as fast as possible. The WEALD algorithm proposed in this paper starts with a random solution and iterates by applying exchanges, a simple method proposed by Fedorov(13) and often used in the generation of optimal designs. Those exchanges are guided by a weighting of the reagents adapted recursively as the solutions space is explored. The algorithm is applied on a real database and reveals to converge rapidly. It is compared to results given by two other algorithms presented in the combinatorial chemistry literature: the Ultrafast algorithm of D. Agrafiotis and V. Lobanov and the Piccolo algorithm of W. Zheng et al.