The gap between a variational problem and its occupation measure relaxation

TL;DR

This paper investigates the relationship between classical variational problems and their occupation measure relaxations, proving equivalence in one-dimensional codomain cases and highlighting gaps in higher dimensions.

Contribution

It establishes conditions under which the minima of variational problems and their relaxations coincide, and provides counterexamples illustrating when gaps occur.

Findings

Classical and relaxed minima coincide when the codomain dimension is one.

Counterexample shows positive gaps can occur when both domain and codomain dimensions are greater than one.

Relaxed occupation measures can sometimes provide more conceptually satisfactory solutions.

Abstract

Recent works have proposed linear programming relaxations of variational optimization problems subject to nonlinear PDE constraints based on the occupation measure formalism. The main appeal of these methods is the fact that they rely on convex optimization, typically semidefinite programming. In this work we close an open question related to this approach. We prove that the classical and relaxed minima coincide when the dimension of the codomain of the unknown function equals one, both for calculus of variations and for optimal control problems, thereby complementing analogous results that existed for the case when the dimension of the domain equals one. In order to do so, we prove a generalization of the Hardt-Pitts decomposition of normal currents applicable in our setting. We also show by means of a counterexample that, if both the dimensions of the domain and of the codomain are greater than one, there may be a positive gap. The example we construct to show the latter serves also to show that sometimes relaxed occupation measures may represent a more conceptually-satisfactory "solution" than their classical counterparts, so that -- even though they may not be equivalent -- algorithms rendering accessible the minimum in the larger space of relaxed occupation measures remain extremely valuable. Finally, we show that in the presence of integral constraints, a positive gap may occur at any dimension of the domain and of the codomain.