Abstract: This paper introduces a new algorithm for constructing sequential quadratic programming(SQP) filter. The proposed method makes entering the filter easier, and reduces the possibility of using feasibility restoration phase. Since the number of points in the filter may be too large, a strategy for dealing with the problem is presented. Experimental results show the effectiveness of the algorithm.

Key words: nonlinear complementary problem(NCP), filter, sequential quadratic programming(SQP)