Protein loops are often involved in important biological functions such as molecular recognition, signal transduction, or enzymatic action. The three dimensional structures of loops can provide essential information for understanding molecular mechanisms behind protein functions. In this article, we develop a novel method for protein loop modeling, where the loop conformations are generated by fragment assembly and analytical loop closure. The fragment assembly method reduces the conformational space drastically, and the analytical loop closure method finds the geometrically consistent loop conformations efficiently. We also derive an analytic formula for the gradient of any analytical function of dihedral angles in the space of closed loops. The gradient can be used to optimize various restraints derived from experiments or databases, for example restraints for preferential interactions between specific residues or for preferred backbone angles. We demonstrate that the current loop modeling method outperforms previous methods that employ residuebased torsion angle maps or different loop closure strategies when tested on two sets of loop targets of lengths ranging from 4 to 12.