The Primal-Dual Active Set Strategy as a Semismooth Newton Method
The Primal-Dual Active Set Strategy as a Semismooth Newton Method
This paper addresses complementarity problems motivated by constrained optimal control problems. It is shown that the primal-dual active set strategy, which is known to be extremely efficient for this class of problems, and a specific semismooth Newton method lead to identical algorithms. The notion of slant differentiability is recalled and …