A methodology to design a stormwater sewer system using a nonlinear programming approach is developed. It is divided in five steps: (1) hydrology, (2) set up of the technological constraints, (3) optimization with the Rosen's projected gradient method with the pipe diameters considered as continuous variables, (4) standardization of the diameters, and (5) post-optimal analysis of the piezometric surface. The cost function includes the purchase and installation and the excavation costs of every pipe. It is a convex programming problem; therefore the minimum solution is an absolute minimum. A subsequent paper to appear in this journal will illustrate the complete design procedure and the effect of certain parameters on the design.