Commercial feed blending is a complex process consisting of many potential raw ingredients and final products. The sheer number of daily orders and final products at a typical feed mill means that raw ingredients cannot be mixed to directly produce final products in an economical fashion. As a result, the intermediate production of pellets with pre-specified nutritional content is a necessity that makes the feed blending problem highly nonlinear. A nonlinear approach to feed blending is discussed and results from an empirical application are compared to the results from a sequential linear programming approach common to most feed mills.