Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm 
                for General Nonlinear Programming

                  N.I.M. Gould and Ph. L. Toint

                        Report 01/07


Global convergence to first-order critical points is proved for a variant of
the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer and
Toint (1999).  This variant allows the use of two types of step strategies:
the first decomposes the step into its normal and tangential components, while
the second replaces this decomposition by a stronger condition on the
associated model decrease.