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We study the individualization of therapy by simultaneously taking into account the design of sampling schedule and optimal therapeutic drug monitoring. The sampling schedule design in this work is to determine the number of samples, the sampling times, the switching time from the loading to the maintenance period, and the drug dosages. A closed-loop control policy is employed to determine the sampling schedule, and an advanced stochastic global optimization algorithm, which integrates the stochastic approximation and simulated annealing techniques, is implemented to search the optimal sampling schedule. A simulated one-compartment model of intravenous theophylline therapy is used to illustrate our method. This method can be readily extended to multiple compartment systems and allow incorporating other criteria of drug control. While currently the method is mainly of theoretical interest, it offers a starting point for practical applications and thus is hopefully of great value for the clinically individualizing therapy in the future.