Our aim is to optimize the damping of a linear vibrating system. The penalty function is the average total energy, which is equal to the trace of the corresponding Lyapunov solution. We prove the existence and the uniqueness of the global minimum, if the damping varies over the set of all possible positive definite matrices. The minimum is shown to be taken on the so-called modal critical damping, thus confirming a long existing conjecture. We also give some preliminary results concerning dampings which depend linearly on the viscosity parameters whereas the damper positions are kept fixed. We produce physical examples on which the minimum is taken on a negative viscosity or which have several local minima. Both phenomena seem to be a consequence of a bad choice of the damper positions.