The general synthetic iteration scheme (GSIS) is extended to find the steady-state solution of nonlinear gas kinetic equation, removing the long-standing problems of slow convergence and requirement of ultra-fine grids in near-continuum flows. The key ingredients of GSIS are that the gas kinetic equation and macroscopic synthetic equations are tightly coupled, and the constitutive relations in macroscopic synthetic equations explicitly contain Newtons law of shear stress and Fouriers law of heat conduction. The higher-order constitutive relations describing rarefaction effects are calculated from the velocity distribution function, however, their constructions are simpler than our previous work (Su et al. Journal of Computational Physics 407 (2020) 109245) for linearized gas kinetic equations. On the other hand, solutions of macroscopic synthetic equations are used to inform the evolution of gas kinetic equation at the next iteration step. A rigorous linear Fourier stability analysis in periodic system shows that the error decay rate of GSIS can be smaller than 0.5, which means that the deviation to steady-state solution can be reduced by 3 orders of magnitude in 10 iterations. Other important advantages of the GSIS are (i) it does not rely on the specific form of Boltzmann collision operator and (ii) it can be solved by sophisticated techniques in computational fluid dynamics, making it amenable to large scale engineering applications. In this paper, the efficiency and accuracy of GSIS is demonstrated by a number of canonical test cases in rarefied gas dynamics.