The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and H-infinity optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as 'coherent feedback controller'. A lower bound of the LQG control is proved. Then two different methods, rank-constrained linear matrix inequality method and genetic algorithm are for controller design. A passive system (cavity) and a non-passive one (degenerate parametric amplifier) demonstrate the effectiveness of these two proposed algorithms.