We address the problem of preconditioning saddle point linear systems arising in the
solution of PDE-constrained optimal control problems via active-set Newton methods,
with control and (regularized) state constraints. We present two preconditioners
based on a full block matrix factorization of the Schur complement of the Jacobians
matrices where the active-set blocks are merged into the constraint blocks. The
robustness of the new preconditioners is discussed and exhaustive numerical
experiments are presented.