A Modified Filter Trust Region Method for Nonlinear Programming

Sequential quadratic programming (SQP) type method is one of the most effective methods for solving nonlinear programming. Recently, filter method, for its good numerical results, are extensively studied to handle nonlinear programming problems. In this paper, a new modified approach combined the filter technique and SQP trust region method is proposed to tackle the original problem, which ensures that every trail point will not be far away from the feasible region. Global convergence results of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.