Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Second-Order Optimality Conditions: An extension to Hadamard Manifolds

Version 1 : Received: 12 July 2020 / Approved: 14 July 2020 / Online: 14 July 2020 (13:24:42 CEST)

How to cite: Ruiz-Garzón, G.; Ruiz-Zapatero, J.; Osuna-Gómez, R.; Rufián-Lizana, A. Second-Order Optimality Conditions: An extension to Hadamard Manifolds. Preprints 2020, 2020070310 (doi: 10.20944/preprints202007.0310.v1). Ruiz-Garzón, G.; Ruiz-Zapatero, J.; Osuna-Gómez, R.; Rufián-Lizana, A. Second-Order Optimality Conditions: An extension to Hadamard Manifolds. Preprints 2020, 2020070310 (doi: 10.20944/preprints202007.0310.v1).

Abstract

This work is intended to lead a study of necessary and sufficient optimality conditions for scalar optimization problems on Hadamard manifolds. In the context of this geometry, we obtain and present new function types characterized by the property of having all their second-order stationary points to be global minimums. In order to do so, we extend the concept convexity in Euclidean space to a more general notion of invexity on Hadamard manifolds. This is done employing notions of second-order directional derivative, second-order pseudoinvexity functions and the second-order Karush-Kuhn-Tucker-pseudoinvexity problem. Thus, we prove that every second-order stationary point is a global minimum if and only if the problem is either second-order pseudoinvex or second-order KKT-pseudoinvex depending on whether the problem regards unconstrained or constrained scalar optimization respectively. This result has not been presented in the literature before. Finally, examples of these new characterizations are provided in the context of \textit{"Higgs Boson like"} potentials among others.

Subject Areas

Hadamard manifolds; Second-order Optimality conditions

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