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The purpose of this study is to present rational methods of multi-criteria optimization of the shape of energy saving buildings. The object is to determine the optimum dimension of the shape of a building, based on the following criteria: minimum building costs (including the cost of materials and construction) and annual heating costs. Mathematical model described heat losses and gains in a building during the heating season. It takes into consideration heat losses through wall, roof, floor and windows. Particular attention was paid to have a more detailed description of heat gains due to solar radiation. On the assumption that shape of building is rectangle in order to solve the problem, the proportions of wall length and building height are determined by using non-linear programing methods(Kuhn-Tucker Conditions). The results constitute information for designers on the optimum proportions of wall lengths, height, and the ratios of window to wall areas for energy saving buildings.