Trust-region Filter Method with 3-piecewise Linear NCP Function

Abstract

In this paper, we use a 3-piecewise linear NCP function and propose a filter trust region method for constrained nonlinear optimization problems. based on the confrence [8], we replace the nonlinear unreasonable NCP function to the linear reasonable NCP function, and correct the filter in violation constrained function with 3-piecewise linear NCP function, At the same time prove that the filter method with global convergence.