  In this article, we build on previous work to present an optimization
algorithm for nonlinearly constrained multi-objective optimization problems.
The algorithm combines a surrogate-assisted derivative-free trust-region
approach with the filter method known from single-objective optimization.
Instead of the true objective and constraint functions, so-called fully linear
models are employed, and we show how to deal with the gradient inexactness in
the composite step setting, adapted from single-objective optimization as well.
Under standard assumptions, we prove convergence of a subset of iterates to a
quasi-stationary point and if constraint qualifications hold, then the limit
point is also a KKT-point of the multi-objective problem.
