Finding an easy-to-build coils set has been a critical issue for stellarator design for decades. Conventional approaches assume a toroidal 'winding' surface, but a poorly chosen winding surface can unnecessarily constrain the coil optimization algorithm, This article presents a new method to design coils for stellarators. Each discrete coil is represented as an arbitrary, closed, one-dimensional curve embedded in three-dimensional space. A target function to be minimized that includes both physical requirements and engineering constraints is constructed. The derivatives of the target function with respect to the parameters describing the coil geometries and currents are calculated analytically. A numerical code, named flexible optimized coils using space curves (FOCUS), has been developed. Applications to a simple stellarator configuration, W7-X and LHD vacuum fields are presented.