The objective of this paper is to minimize the energy consumption of a building wallby finding the optimal locations of the insulation elementary blocks. The direct problem considers a 2D steady state heat transfer equation. A density (in the mathematical sense) function is introduced to represent the thermal properties of the wall, i.e. insulation blocksand load bearing materials. On the outside boundary surface, the convection and incident short-wave radiation flux vary with space. The objective function is defined as the total heatflux on the inside part of the wall. It is optimized respecting the constraint of proportion insulation/load bearing material given by standard wall configurations. The optimal locations of the insulation material blocks are retrieved using an exchange algorithm. It ensure to finda local minimum solution with a reduced computational effort. Finally, a case study located in Paris is investigated. Results show the efficiency of the numerical strategy. On the top ofthat, the aim of the study is reached by obtaining an improved wall energy efficiency with optimized insulation locations.