Neural Contraction Metrics with Formal Guarantees for Discrete-Time Nonlinear Dynamical Systems

Abstract

Contraction metrics are crucial in control theory because they provide a powerful framework for analyzing stability, robustness, and convergence of various dynamical systems. However, identifying these metrics for complex nonlinear systems remains an open challenge due to the lack of scalable and effective tools. This paper explores the approach of learning verifiable contraction metrics parametrized as neural networks (NNs) for discrete-time nonlinear dynamical systems. While prior works on formal verification of contraction metrics for general nonlinear systems have focused on convex optimization methods (e.g. linear matrix inequalities, etc) under the assumption of continuously differentiable dynamics, the growing prevalence of NN-based controllers, often utilizing ReLU activations, introduces challenges due to the non-smooth nature of the resulting closed-loop dynamics. To bridge this gap, we establish a new sufficient condition for establishing formal neural contraction metrics for general discrete-time nonlinear systems assuming only the continuity of the dynamics. We show that from a computational perspective, our sufficient condition can be efficiently verified using the state-of-the-art neural network verifier $\alpha,\!\beta$-CROWN, which scales up non-convex neural network verification via novel integration of symbolic linear bound propagation and branch-and-bound. Built upon our analysis tool, we further develop a learning method for synthesizing neural contraction metrics from sampled data. Finally, our approach is validated through the successful synthesis and verification of NN contraction metrics for various nonlinear examples.