Trust-Region Filter Method with NCP Function
带NCP函数的信赖域滤子方法

Filter method was initially proposed by Fletcher and Leyffer in 2002. If the objective function value or the constrained violation is reduced,this trial point is accepted, which is the basic idea of the filter method.In this paper,the Fischer-Burmeister NCP function value is used to modify the violation function value in the filter.It is shown that the new filter method has the global convergence property.