SEO: anchor text - file name

I am doing SEO on one of my sites and need some advice on file naming and on-page optimization. Is there a Google penalty for a mismatch between anchor text and file name?

A. All the Internal links on my site used to be structured like this:

1. Anchor text in links and menus: Art Programs
2. Title on text page: Art Programs (H1 Header)
3. Meta tag title: Art Programs blablabla
2. File name: art-programs

B. In order to optimize individual site pages for different Keywords my structure is now like this:

(Example keyword: Houston art school)

1. Anchor text in links and menus: Art Programs
2. Title on text page: Art Programs (visually the title)
3. H1 header near top of page: <h1> Houston Art School</h1>
3. Meta tag title: Houston art school.... Art Programs.. blablabla
4. File Name houstonart-school-programs

In other words my visual text says: "this is about art programs", but my html structure says it is about "Houston art school".
Am I better off with a mismatch between anchor text and file names? This allows me to optimize for my top 6-8 Keywords.
(like Houston art school, Houston art schools, art school Houston, Texas art chool etc...) while maintaining my site structure.

Any ideas on the best strategy to optimize multiple pages with multiple keywords?
Thanks in advance.