The construction of a Spiking Neural Network (SNN), i.e. the choice of an appropriate topology and the configuration of its internal parameters, represents a great challenge for SNN based applications. Evolutionary Algorithms (EAs) offer an elegant solution for these challenges and methods capable of exploring both types of search spaces simultaneously appear to be the most promising ones. A variety of such heterogeneous optimization algorithms have emerged recently, in particular in the field of probabilistic optimization. In this paper, a literature review on heterogeneous optimization algorithms is presented and an example of probabilistic optimization of SNN is discussed in detail. The paper provides an experimental analysis of a novel Heterogeneous Multi-Model Estimation of Distribution Algorithm (hMM-EDA). First, practical guidelines for configuring the method are derived and then the performance of hMM-EDA is compared to state-of-the-art optimization algorithms. Results show hMM-EDA as a light-weight, fast and reliable optimization method that requires the configuration of only very few parameters. Its performance on a synthetic heterogeneous benchmark problem is highly competitive and suggests its suitability for the optimization of SNN.