Using "Filter" Approach to Solve the Constrained Optimization Problems

In this paper, the solution of constrained nonlinear programming problems by a Sequential Quadratic Programming (SQP) is considered. The aim of the present work is to promote global convergence without the need to use a penalty and Barrier functions in the mixed interior-exterior point method. Instead, a new concept of a filter that aims to minimize the objective function and its approach that allows appoint to be accepted if reduces the objective function and satisfies the constraint violation function. If that point is rejected a new point is tested.