During fuel irradiation tests of material and fuel rods, all parts of cylindrical shells with multiple holes act as heat sources due to fission heat and γ-flux. The thermal stress is induced by a temperature difference among the heat sources. In this study, the thermal stress of the cylindrical structure is minimized by using an optimization method about the geometric variables. The circular shapes of the multi-specimens are investigated. For the thermal analysis of the structure, the finite element method code, ANSYS 8.1 is used. A sub-problem approximation method is used for the structural design optimization.