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

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 $\hat{I}\cdot >0$, there exist parameters $\hat{I}»$ (discount rate) and $t$ (time horizon) such that trajectories remain within an $\hat{I}\cdot$-neighborhood of the global minimizers after some finite time $\ddot{I}„$. 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.