Stupidity and Addiction

My best friend Anna is a psychotherapist.
She says, "Insanity is doing the same thing over and over and expecting different results." I agree, and I use that adage as much as I can in my own life.
Another friend of mine, we'll call Anne, has been in and out of an abusive relationship for around three years.
Her "lover" Roberta has beaten her to the point where she was not well enough to drive home. She has put bruises on Anne's neck trying to strangle her. She has knocked her down, thrown things at her and locked her out of her apartment.
She is verbally abusive as well. All she apparently likes about Anne is her looks and having sex with her. Even the sex requires Anne to do things she doesn't like.
Finally a few weeks ago, Roberta told Anne she wanted to get into "polyamory," which to her meant she got to screw around with other women and keep Anne on the side.
Anne was furious and broke up with Roberta. The beatings were not enough to dump her, but apparently cheating was a boundary Anne could keep.
So, after I write miles of encouraging e-mail and pep talks, Anne is spending the weekend with Roberta.
She can't take phone calls or read e-mail while Roberta is with her, because it causes Roberta to go into a paranoid, jealous rage.
But, they have reconciled and Anne assures me she knows what she's doing.
Seems to me if Anne knew what she was doing, she would have dumped Roberta the first time she felt a fist in the face.
If Zed ever hit me, the next thing she'd feel was my front door, shoving her ass outside for good. If I ever hit her, she'd leave, never return, and be right in doing so.
What do we do when a friend is subjecting herself to domestic violence?
What do we say?