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This paper proposes an optimal cosine modulated nonuniform linear phase finite impulse response (FIR) filter bank design. The frequency responses of all the analysis filters and the synthesis filters of the filter bank are derived based on both stretching and shifting the frequency response of the prototype filter. The total aliasing error of the filter bank is minimized subject to a specification on the maximum amplitude distortion of the filter bank as well as specifications on both the maximum passband ripple magnitude and the maximum stopband ripple magnitude of the prototype filter. This filter bank design problem is actually a functional inequality constrained optimization problem. Our recently developed integration approach is employed for solving the problem. Computer numerical simulation results show that our proposed design method outperforms existing design methods.