English

Non-Convex Global Optimization as an Optimal Stabilization Problem: Dynamical Properties

Optimization and Control 2025-11-17 v1

Abstract

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set of global minimizers. Specifically, for any tolerance η>0\eta > 0, there exist parameters λ\lambda (discount rate) and tt (time horizon) such that trajectories remain within an η\eta-neighborhood of the global minimizers after some finite time τ\tau. This convergence is achieved directly, without solving ergodic Hamilton-Jacobi-Bellman equations. We prove parallel results for three problem formulations: evolutive discounted, stationary discounted, and evolutive non-discounted cases. The analysis relies on occupation measures to quantify the fraction of time trajectories spend away from the minimizer set, establishing both reachability and stability properties.

Keywords

Cite

@article{arxiv.2511.10815,
  title  = {Non-Convex Global Optimization as an Optimal Stabilization Problem: Dynamical Properties},
  author = {Yuyang Huang and Dante Kalise and Hicham Kouhkouh},
  journal= {arXiv preprint arXiv:2511.10815},
  year   = {2025}
}
R2 v1 2026-07-01T07:36:41.363Z