We develop a systematic analytical approach to study the linear and nonlinear solitary excitations of quasi-one-dimensional Bose-Einstein condensates trapped in an optical lattice. For the linear case, the Bloch wave in the nth energy band is a linear superposition of Mathieu's functions ce_n-1 and se_n; and the Bloch wave in the nth band gap is a linear superposition of ce_n and se_n. For the nonlinear case, only solitons inside the band gaps are likely to be generated and there are two types

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... f solitons -- fundamental solitons (which is a localized and stable state) and sub-fundamental solitons (which is a lacalized but unstable state). In addition, we find that the pinning position and the amplitude of the fundamental soliton in the lattice can be controlled by adjusting both the lattice depth and spacing. Our numerical results on fundamental solitons are in quantitative agreement with those of the experimental observation [Phys. Rev. Lett. 92, 230401 (2004)]. Furthermore, we predict that a localized gap soliton train consisting of several fundamental solitons can be realized by increasing the length of the condensate in currently experimental conditions.