Abstract: In this paper, we propose a modified slanting filter technique combined with sequ-ential quadratic programming (SQP) method to solve nonlinear programming problems. In order to produce the sufficient reduction conditions, the slanting envelopes are set in the objective function direction and the constraint violation direction. Comparing with the classic filter, the new filter accepts reasonable steps flexibly. It provides a mechanism whereby the acceptance chance of the iterates is improved and shares the feature with the classic filter approach, called the inclusion property. The new filter criterion is also used for a restoration filter in feasibility restoration phase. Under some mild conditions, the global convergence properties are obtained. The preliminary numerical results are presented.

Key words: nonlinear programming, filter, slanting envelope, SQP, global convergence