Vehicle suspensions in which forces are generated in response to feedback signals by active elements offer increased design flexibility compared to conventional suspensions using passive elements. Although the design and the synthesis of advanced active suspension can be approached in several different ways, the optimal control techniques seem to constitute the most natural one. Based on a result on constrained optimal control theory, we propose a novel optimal controller design where the mechanical constraints of the system components are included explicitly into the controller synthesis. The resulting state feedback control law is continuous and piecewise affine, satisfies the design constraints and can be tuned so that good road holding ability and ride comfort are achieved.