Tropical low-rank approximation and application to optimal control of N-body systems

TL;DR

This paper introduces a trajectory-based tropical low-rank approximation method for value functions in deterministic optimal control problems, especially applied to N-body systems, demonstrating effectiveness up to high dimensions.

Contribution

It proposes a novel trajectory-focused tropical low-rank approximation technique that improves value function estimates along relevant trajectories, with convergence guarantees under certain conditions.

Findings

The method provides monotone lower bounds converging to the true value function.

Approximations maintain a structured additively separable form across subsystems.

Numerical experiments show effectiveness up to 200-dimensional systems within 30 minutes.

Abstract

We study the approximation of the value function of deterministic optimal control problems with fixed initial state, motivated by \(N\)-body systems. In this setting, the action functional consists of local kinetic and potential terms, along with an interaction potential. We exploit this structure to approximate the value function using a tropical tensor of small rank, i.e.\ a supremum of a small number of additively separable functions. We propose a trajectory-based tropical low-rank approximation method. Rather than propagating basis functions globally, as in usual tropical numerical methods, the approximation of the value function is improved only along a sequence of relevant trajectories. The resulting approximations form a monotone family of computable lower bounds for the exact value function, with the tropical tensor rank increasing at most linearly with the number of outer iterations. Under suitable regularity assumptions, we show that at the initial state, and also at the optimal trajectory starting from this state, the lower bounds converge to the exact value. In the $N$-body setting, the generated basis functions remain additively separable across subsystems, thereby yielding a structured tropical low-rank approximation. Numerical experiments on $N$-body systems with Coulomb-type repulsion illustrate the effectiveness of the approach up to state dimension \(200\), within a half hour time budget.