Effective selection of the potential candidates that meet certain conditions in a tremendously large search space has been one of the major concerns in many real-world applications. In addition to the nearly infinitely large search space, rigorous evaluation of a sample based on the reliable experimental or computational platform is often prohibitively expensive, making the screening problem more challenging. In such a case, constructing a high-throughput screening (HTS) pipeline that pre-sifts the samples expected to be potential candidates through the efficient earlier stages, results in a significant amount of savings in resources. However, to the best of our knowledge, despite many successful applications, no one has studied optimal pipeline design or optimal pipeline operations. In this study, we propose two optimization frameworks, applying to most (if not all) screening campaigns involving experimental or/and computational evaluations, for optimally determining the screening thresholds of an HTS pipeline. We validate the proposed frameworks on both analytic and practical scenarios. In particular, we consider the optimal computational campaign for the long non-coding RNA (lncRNA) classification as a practical example. To accomplish this, we built the high-throughput virtual screening (HTVS) pipeline for classifying the lncRNA. The simulation results demonstrate that the proposed frameworks significantly reduce the effective selection cost per potential candidate and make the HTS pipelines less sensitive to their structural variations. In addition to the validation, we provide insights on constructing a better HTS pipeline based on the simulation results.