The results of conceptual design study of double aperture Nb3Sn dipole magnets based on the cos-theta coil geometry being developed at Fermilab for VLHC will be reported. Both designs with "cold" and "warm" iron yoke were studied. The study included an optimization of the iron yoke 2D geometry based on the requirements of maximum transfer function, minimum fringe fields and small low-order field harmonics in the operation cycle. Significant reduction of iron yoke cross-section, cold mass and cryostat sizes has been achieved without deterioration of magnet performance parameters.