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In modern warfare earth penetrating weapons are often used to defeat enemys hardened and deeply buried targets such as aircraft shelters and bunkers. Adual warhead system (DWS) is one of such weapons composed of a forward shapedcharge (FSC) and a following through warhead (FTW). In this paper, an analytical model is first proposed to analyze the penetration of an FTW into concrete targets with pre-drilled holes and a DWS is then optimized in order to achieve its best penetration performance. The effects of various parameters on the performance of a dual warhead system penetrating a concrete target are delineated. It transpires that the present model predictions are in good agreement with available experimental data and that the results obtained may be useful for designing such weapon systems.