Global Convergence of a Non-monotone Trust-Region 
               Filter Algorithm for Nonlinear Programming

                    Nick Gould and Philippe L. Toint
                             Report 02/15 

A non-monotone  variant of the  trust-region SQP-filter algorithm  analyzed in
Fletcher, Gould, Leyffer, Toint and  Waechter (2002) is defined, that directly
uses the dominated area of the  filter as an acceptability criterion for trial
points.  It is proved that,  under reasonable assumptions and for all possible
choices of the starting point,  the algorithm generates at least a subsequence
converging to a first-order critical point.