Nonlinear optimization problems in the field of electromagnetics have been successfully solved by means of sequential quadratic programming (SQP) and the finite element method (FEM). For example, the combination of SQP and FEM has been proven to be an efficient tool in the optimization of low temperature superconductors (LTS) superconducting magnetic energy storage (SMES) magnets. The procedure can also be applied for the optimization of HTS magnets. However, due to a strongly anisotropic material and a slanted electric field, current density characteristic high temperature superconductors HTS optimization is quite different from that of the LTS. In this paper the volumes of solenoidal conduction-cooled Bi-2223/Ag SMES magnets have been optimized at the operation temperature of 20 K. In addition to the electromagnetic constraints the stress caused by the tape bending has also been taken into account. Several optimization runs with different initial geometries were performed in order to find the best possible solution for a certain energy requirement. The optimization constraints describe the steady-state operation, thus the presented coil geometries are designed for slow ramping rates. Different energy requirements were investigated in order to find the energy dependence of the design parameters of optimized solenoidal HTS coils. According to the results, these dependences can be described with polynomial expressions.