Multiple importance sampling (MIS) has become an indispensable tool in Monte Carlo rendering, widely accepted as a near-optimal solution for combining different sampling techniques. But an MIS combination, using the common balance or power heuristics, often results in an overly defensive estimator, leading to high variance. We show that by generalizing the MIS framework, variance can be substantially reduced. Specifically, we optimize one of the combined sampling techniques so as to decrease the overall variance of the resulting MIS estimator. We apply the approach to the computation of direct illumination due to an HDR environment map and to the computation of global illumination using a path guiding algorithm. The implementation can be as simple as subtracting a constant value from the tabulated sampling density done entirely in a preprocessing step. This produces a consistent noise reduction in all our tests with no negative influence on run time, no artifacts or bias, and no failure cases.