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.


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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