Assume you mean "by air" (although driving is possible).
Cheapest option is via Istanbul with Turkish Airlines. Trip is not bad however, depending on which day of the week you fly, your journey could include a technical stop in Ljubljana, Slovenia (lasts 45minutes; no plane change;only to allow new passengers who presumably travel the return leg Zag-Ist).
Same applies for the return trip back to Dubai so to avoid this inconvenience, just make sure you come/leave on the 'right day'.