No relaxation gap for peak estimation of time-delay systems

Let TT and τ\tau satisfy T>τ>0T > \tau > 0, and let f(t,x0,X)f(t,x_0,X) denote the image of XX under x1f(t,x0,x1)x_1 \mapsto f(t,x_0,x_1) for fixed (t,x0)(t,x_0). Assume that A1–A5 hold and that

f(t,x0,X) is convex for all fixed t[0,T], x0X.f(t,x_0,X)\text{ is convex for all fixed }t\in[0,T],\ x_0\in X.

No-relaxation-gap conjecture. There is no relaxation gap between the trajectory formulation

andthemeasureformulationand the measure formulation

, so that p=Pp^*=P^*.

This conjecture concerns whether the occupation-measure relaxation exactly captures the peak-estimation problem for time-delay systems under the stated convexity condition. The source motivates it by results on relaxation for differential equations, but provides no resolution.

Sources & referencesView supporting material

Primary source

Jared Miller, Milan Korda, Victor Magron and Mario Sznaier, “Peak Estimation of Time Delay Systems using Occupation Measures”, arXiv:2303.12863 (2023).

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