Convexity and strict convexity for compositional neural networks in high-dimensional optimal control
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| Format: | Preprint |
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2025
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| author | Grüne, Lars Kleinberg, Konrad Kruse, Thomas Sperl, Mario |
| author_facet | Grüne, Lars Kleinberg, Konrad Kruse, Thomas Sperl, Mario |
| contents | Neural networks (NNs) have emerged as powerful tools for solving high-dimensional optimal control problems. In particular, their compositional structure has been shown to enable efficient approximation of high-dimensional functions, helping to mitigate the curse of dimensionality in optimal control problems. In this work, we build upon the theoretical framework developed by Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022), particularly their results on NN approximations for compositional functions in optimal control. Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) establishes that, under suitable assumptions on the compositional structure and its associated features, optimal control problems with strictly convex cost functionals admit a curse-of-dimensionality-free approximation of the optimal control by NNs. We extend this result in two directions. First, we analyze the strict convexity requirement on the cost functional and demonstrate that reformulating a discrete-time optimal control problem with linear transitions and stage costs as a terminal cost problem ensures the necessary strict convexity. Second, we establish a generalization of Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) which provides weak error bounds for optimal control approximations by NNs when the cost functional is only convex rather than strictly convex. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2511_05339 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Convexity and strict convexity for compositional neural networks in high-dimensional optimal control Grüne, Lars Kleinberg, Konrad Kruse, Thomas Sperl, Mario Optimization and Control 68T07, 49M99 Neural networks (NNs) have emerged as powerful tools for solving high-dimensional optimal control problems. In particular, their compositional structure has been shown to enable efficient approximation of high-dimensional functions, helping to mitigate the curse of dimensionality in optimal control problems. In this work, we build upon the theoretical framework developed by Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022), particularly their results on NN approximations for compositional functions in optimal control. Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) establishes that, under suitable assumptions on the compositional structure and its associated features, optimal control problems with strictly convex cost functionals admit a curse-of-dimensionality-free approximation of the optimal control by NNs. We extend this result in two directions. First, we analyze the strict convexity requirement on the cost functional and demonstrate that reformulating a discrete-time optimal control problem with linear transitions and stage costs as a terminal cost problem ensures the necessary strict convexity. Second, we establish a generalization of Theorem 6.2 in Kang & Gong (SIAM J. Control Optim. 60(2):786-813, 2022) which provides weak error bounds for optimal control approximations by NNs when the cost functional is only convex rather than strictly convex. |
| title | Convexity and strict convexity for compositional neural networks in high-dimensional optimal control |
| topic | Optimization and Control 68T07, 49M99 |
| url | https://arxiv.org/abs/2511.05339 |