Abstract: Cable actuator has been used for structure vibration control. But unloaded cable actuator exhibits unilateral and saturated nonlinearity. As a result, LQG, which needs unconstraint control output, can not be adopted to design control law directly. According to the nonlinear characteristics of the cable, an optimal control law with a piecewise performance function is derived to substitute the quadratic performance function. Although the unilateral and saturated nonlinearity exists on the cable actuator, the proposed optimal method can obtain a suitably attenuating ratio for the structure vibration control. An important conclusion is obtained that the control signal designed by LQG and with cutting cable actuator nonlinearity is optimal. The stability of the optimal control system with Kalman Filter is also proved. The proposed optimal control law is simulated on a cantilever beam, and the result shows that the optimal method is effective.