Recent experiments have used forced evaporative cooling to produce Bose-Einstein condensation in dilute gases. The evaporative cooling process can be optimized to provide the maximum phase-space density with a specified number of atoms remaining. We show that this global optimization is approximately achieved by locally optimizing the cooling efficiency at each instant. We discuss how this method can be implemented, and present the results for our Li7 trap. The predicted behavior of the gas is found to agree well with experiment.