A method to synthesize shaped beams with antenna arrays is presented. Specifically, the element excitations are determined such that the array radiates a power pattern that approximates a desired shape. To efficiently solve this problem, an iterative algorithm is proposed. Each step is reduced to a simple convex optimization problem. The method can be readily implemented and efficiently solved using freely accessible routines. Moreover, any shaped power pattern can be synthesized. Numerical comparisons to known optimal solutions show the validity of the approach.