Optimal design theory for linear tuned mass dampers (TMD) has been thoroughly investigated, but is still under development for nonlinear TMDs. In this paper, optimization procedures in the time domain are proposed for design of a TMD with nonlinear viscous damping. A dynamic analysis of a structure implemented with a nonlinear TMD is conducted first. Optimum design parameters for the nonlinear TMD are searched using an optimization method to minimize the performance index. The feasibility of the proposed optimization method is illustrated numerically by using the Taipei 101 structure implemented with TMD. The sensitivity analysis shows that the performance index is less sensitive to the damping coefficient than to the frequency ratio. Time history analysis is conducted using the Taipei 101 structure implemented with different TMDs under wind excitation. For both linear and nonlinear TMDs, the comfort requirements for building occupants are satisfied as long as the TMD is properly designed. It was found that as the damping exponent increases, the relative displacement of the TMD decreases but the damping force increases.