Many decision support applications are built upon data mining and OLAP tools and allow users to answer information requests based on a data warehouse that is managed by a powerful DBMS. In this paper, we focus on tools that generate sequences of SQL statements in order to produce the requested information. Our thorough analysis revealed that many sequences of queries that are generated by commercial tools are not very efficient. An optimized system architecture is suggested for these applications. The main component is a DSS optimizer that accepts previously generated sequences of queries and remodels them according to a set of optimization strategies, before they are executed by the underlying database system. The advantages of this extended architecture are discussed and a couple of appropriate optimization strategies are identified. Experimental results are given, showing that these strategies are appropriate to optimize typical query sequences of an OLAP application.