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The primal-dual active set strategy as a semismooth Newton method. (English) Zbl 1080.90074
The authors present complementarity problems in terms of constrained optimal control problems. In fact it is shown that the prime-dual active set method can be interpreted as a semi-smooth Newton method. This opens up a new interpretation and perspective of analyzing the the prime-dual active set method. The authors have presented a large body of material which deserves to be better known. The exposition is uniformly clear.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K10 Numerical optimization and variational techniques
90C53 Methods of quasi-Newton type
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