This article presents a computational approach for determining the optimal slip velocities on any given shape of an axisymmetric micro-swimmer suspended in a viscous fluid. The objective is to minimize the power loss to maintain a target swimming speed, or equivalently to maximize the efficiency of the micro-swimmer. Owing to the linearity of the Stokes equations governing the fluid motion, we show that this PDE-constrained optimization problem reduces to a simpler quadratic optimization problem, whose solution is found using a high-order accurate boundary integral method. We consider various families of shapes parameterized by the reduced volume and compute their swimming efficiency. {Among those, prolate spheroids were found to be the most efficient micro-swimmer shapes for a given reduced volume. We propose a simple shape-based scalar metric that can determine whether the optimal slip on a given shape makes it a pusher, a puller, or a neutral swimmer.}