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The positive constants \\(\\beta,C_0\\) are fixed and set \\(A\\) has also to be determined, so that \\(\\partial A\\) is the free boundary. This problem arises in the context of thermal insulation, where \\(\\Omega\\) is a conducting body and \\(A\\setminus\\Omega\\) the insulating layer around \\(\\Omega\\). The constant \\(C_0\\) represents the cost of the insulating material, while \\(\\beta\\) is the conductivity of the insulating material.  The main goal is the existence of a solution and its regularity. More general formulations are also considered, where the set \\(A\\) can be less regular; in this case a formulation in the space \\(\\mathrm{SBV}(\\mathbb{R}^n)\\) has to be used, in order to have the boundary integral well defined. The paper also considers the generalization to nonlinear cases, where the bulk term involves \\(|\\nabla v|^p\\) and the boundary term \\(|v|^q\\), with fixed exponents \\(p,q>1\\).  The main results are Theorem 1.1 and Theorem 1.2 where, under some assumptions on \\(p,q\\), the authors prove the existence of a solution \\(u\\) that satisfies \\(u\\ge\\delta\\) for a suitable \\(\\delta>0\\). A mild regularity of the optimal shape of the insulator \\(A\\) is also 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