In this paper, we consider a minimization problem of a nonlinear functional I_{\beta,p}(D,\Omega) related to a thermal insulation problem with a convection term, where \Omega is a bounded connected open set in \R^{n} and D\subset\overline{\Omega} is a compact set. The Euler–Lagrange equation relative to I_{\beta,p} is a p -Laplace equation, 1<p<\infty , with a Robin boundary condition with parameter \beta>0 . The main aim is to study extremum problems for I_{\beta,p}(D,\Omega) , among domains D with given geometrical constraints and \Omega\setminus D of fixed thickness. In the planar case, we show that under perimeter constraint the disk maximizes I_{\beta,p} . In the n -dimensional case we restrict our analysis to convex sets showing that the same is true for the ball but under different geometrical constraints.