The Collections.sort(List list, Comparator c) method requires a object
instance of type Comparator. Putting a string  here named the same as
your Comparator class will not work.

You could do several things one being more flexible but slower and
thrashes more memory the other requiring a present number of
comparators created and stored for later use. You could use a
combination of two schemes mentioned above but I'm not going to
explain that.

Flexible:
Class cClass = Class.forName(request.getParameter("orderBy"));
Comparator comparator = (Comparator) cClass.newInstance();
Collections.sort(AddressArray,comparator);


Preset:
// init
Comparator phoneComparator= new PhoneComparator();
Comparator nameComparator = new NameComparator();

HashMap comparatorMap = new HashMap();
comparatorMap.put ("PHONE",phoneComparator);
comparatorMap.put ("NAME",nameComparator);

// Process
Collections.sort(AddressArray,comparatorMap.get(request.getParameter("orderBy"))\
);

Collections.sort(AddressArray,
Class.forName(request.getParameter("orderBy")));

This is a potential security hazard, web surfers can load any classes by
altering the parameter name.

If your columns are not dynamic, you might as well just type out the whole
conditions thing.

String orderBy = request.getParameter("orderBy");
orderBy = orderBy == null ? "someDefault" : orderBy.trim(); // Trim, and
NPE prevention
if (orderBy.equals("col1")){
// do sort
} else
if (orderBy.equals("col2")){
// do sort
}
// and so on.

Nevermind a user being able to submit some arbritary name for a class,
if you have some body loading classes on your appserver I think you
have bigger fish to worry about.