A filter-trust-region method for simple-bound constrained optimization

               Caroline Sainvitu and Philippe L. Toint

                  Report 06/??      January 2006

In this paper we propose a filter-trust-region algorithm for solving nonlinear
optimization problems with  simple bounds. It extends the  technique of Gould,
Sainvitu   and   Toint   \cite{GoulSainToin04}  designed   for   unconstrained
optimization. The two main ingredients of the method are a filter-trust-region
algorithm and the use of  a gradient-projection method. The algorithm is shown
to   be   globally  convergent   to   at   least   one  first-order   critical
point. Numerical experiments on a large set of problems are also reported.