Parametric multiple sequence alignment and phylogeny construction

Bounds are given on the size of the parameter-space decomposition induced by multiple sequence alignment problems where phylogenetic information may be given or inferred. It is shown that many of the usual formulations of these problems fall within the same integer parametric framework, implying that the number of distinct optima obtained as the parameters are varied across their ranges is polynomially bounded in the length and number of sequences.     

New formulations of the multiple sequence alignment problem

A well known formulation of the multiple sequence alignment (MSA) problem is the maximum weight trace (MWT), a 0–1 linear programming problem. In this paper, we propose a new integer quadratic programming formulation of the MSA. The number of constraints and variables in the problem are only of the order of kL ², where, k is the number of sequences and L is the total length of the sequences, that is, L = ?_i=1^kl_i{L= \sum_{i=1}^{k}l_{i}} , where l _i is the length of sequence i. Based on this formulation we introduce an equivalent linear constrained 0–1 quadratic programming problem. We also propose a 0–1 linear programming formulation of the MWT problem, with polynomially many constraints. Our formulation provides the first direct compact formulation that ensures that the critical circuit inequalities (which are exponentially many) are all met.     

An optimization approach to gene stacking

We present a multi-objective integer programming model for the gene stacking problem, which is to bring desirable alleles found in multiple inbred lines to a single target genotype. Pareto optimal solutions from the model provide strategic stacking schemes to maximize the likelihood of successfully creating the target genotypes and to minimize the number of generations associated with a stacking strategy. A consideration of genetic diversity is also incorporated in the models to preserve all desirable allelic variants in the target population. Although the gene stacking problem is proved to be NP-hard, we have been able to obtain Pareto frontiers for smaller sized instances within one minute using the state-of-the-art commercial computer solvers in our computational experiments.     

An analytical approach to global optimization

Global optimization problems with a few variables and constraints arise in numerous applications but are seldom solved exactly. Most often only a local optimum is found, or if a global optimum is detected no proof is provided that it is one. We study here the extent to which such global optimization problems can be solved exactly using analytical methods. To this effect, we propose a series of tests, similar to those of combinatorial optimization, organized in a branch-and-bound framework. The first complete solution of two difficult test problems illustrates the efficiency of the resulting algorithm. Computational experience with the programbagop, which uses the computer algebra systemmacsyma, is reported on. Many test problems from the compendiums of Hock and Schittkowski and others sources have been solved.The research of the first and the third authors has been supported by AFOSR grants #0271 and #0066 to Rutgers University. Research of the second author has been supported by NSERC grant #GP0036426 and FCAR grants #89EQ4144 and #90NC0305.     

DCA based algorithms for multiple sequence alignment (MSA)

In the last years many techniques in bioinformatics have been developed for the central and complex problem of optimally aligning biological sequences. In this paper we propose a new optimization approach based on DC (Difference of Convex functions) programming and DC Algorithm (DCA) for the multiple sequence alignment in its equivalent binary linear program, called “Maximum Weight Trace” problem. This problem is beforehand recast as a polyhedral DC program with the help of exact penalty techniques in DC programming. Our customized DCA, requiring solution of a few linear programs, is original because it converges after finitely many iterations to a binary solution while it works in a continuous domain. To scale-up large-scale (MSA), a constraint generation technique is introduced in DCA. Preliminary computational experiments on benchmark data show the efficiency of the proposed algorithm DCAMSA, which generally outperforms some standard algorithms.     

An optimization approach to partitional data clustering

Scalability of clustering algorithms is a critical issue facing the data mining community. One method to handle this issue is to use only a subset of all instances. This paper develops an optimization-based approach to the partitional clustering problem using an algorithm specifically designed for noisy performance, which is a problem that arises when using a subset of instances. Numerical results show that computation time can be dramatically reduced by using a partial set of instances without sacrificing solution quality. In addition, these results are more persuasive as the size of the problem is larger.     

An extreme-distance approach to multiple criteria ranking

A distance approach based on extreme points, or predefined ideal and anti-ideal points, is proposed to improve on the TOPSIS (Technique for Order Performance [or Ordered Preference] by Similarity to Ideal Solution) method of multiple criteria ranking. Two case studies demonstrate how the analysis procedure works, and provide a basis for comparison of the proposed method to the original TOPSIS and similar methods. In applications, the new method produces results that are generally consistent with the original technique, but offers new features such as a clear interpretation of extreme points, more flexibility in setting extreme points, no normalization distortion, and the ability to handle non-monotonic criteria.     

An evolution equation based approach to topology optimization

The objective of topology optimization is to find a mechanical structure with maximum stiffness and minimal amount of used material for given boundary conditions [2]. There are different approaches. Either the structure mass is held constant and the structure stiffness is increased or the amount of used material is constantly reduced while specific conditions are fulfilled. In contrast, we focus on the growth of a optimal structure from a void model space and solve this problem by introducing a variational problem considering the spatial distribution of structure mass (or density field) as variable [3]. By minimizing the Gibbs free energy according to Hamilton's principle in dynamics for dissipative processes, we are able to find an evolution equation for the internal variable describing the density field. Hence, our approach belongs to the growth strategies used for topology optimization. We introduce a Lagrange multiplier to control the total mass within the model space [1]. Thus, the numerical solution can be provided in a single finite element environment as known from material modeling. A regularization with a discontinuous Galerkin approach for the density field enables us to suppress the well-known checkerboarding phenomena while evaluating the evolution equation within each finite element separately [4]. Therefore, the density field is no additional field unknown but a Gauß-point quantity and the calculation effort is strongly reduced. Finally, we present solutions of optimized structures for different boundary problems. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An evolutionary programming approach to mixed-variable optimization problems

Many engineering optimization problems frequently encounter discrete variables as well as continuous variables and the presence of nonlinear discrete variables considerably adds to the solution complexity. Very few of the existing methods can find a globally optimal solution when the objective functions are non-convex and non-differentiable. In this paper, we present a mixed-variable evolutionary programming (MVEP) technique for solving these nonlinear optimization problems which contain integer, discrete, zero-one and continuous variables. The MVEP provides an improvement in global search reliability in a mixed-variable space and converges steadily to a good solution. An approach to handle various kinds of variables and constraints is discussed. Some examples of mixed-variable optimization problems in the literature are tested, which demonstrate that the proposed approach is superior to current methods for finding the best solution, in terms of both solution quality and algorithm robustness.     

An optimization approach to adaptive multi-dimensional capital management

Firms should keep capital to offer sufficient protection against the risks they are facing. In the insurance context methods have been developed to determine the minimum capital level required, but less so in the context of firms with multiple business lines including allocation. The individual capital reserve of each line can be represented by means of classical models, such as the conventional Cramér–Lundberg model, but the challenge lies in soundly modelling the correlations between the business lines. We propose a simple yet versatile approach that allows for dependence by introducing a common environmental factor. We present a novel Bayesian approach to calibrate the latent environmental state distribution based on observations concerning the claim processes. The calibration approach is adjusted for an environmental factor that changes over time. The convergence of the calibration procedure towards the true environmental state is deduced. We then point out how to determine the optimal initial capital of the different business lines under specific constraints on the ruin probability of subsets of business lines. Upon combining the above findings, we have developed an easy-to-implement approach to capital risk management in a multi-dimensional insurance risk model.     

An informational approach to the global optimization of expensive-to-evaluate functions

In many global optimization problems motivated by engineering applications, the number of function evaluations is severely limited by time or cost. To ensure that each evaluation contributes to the localization of good candidates for the role of global minimizer, a sequential choice of evaluation points is usually carried out. In particular, when Kriging is used to interpolate past evaluations, the uncertainty associated with the lack of information on the function can be expressed and used to compute a number of criteria accounting for the interest of an additional evaluation at any given point. This paper introduces minimizers entropy as a new Kriging-based criterion for the sequential choice of points at which the function should be evaluated. Based on stepwise uncertainty reduction, it accounts for the informational gain on the minimizer expected from a new evaluation. The criterion is approximated using conditional simulations of the Gaussian process model behind Kriging, and then inserted into an algorithm similar in spirit to the Efficient Global Optimization (EGO) algorithm. An empirical comparison is carried out between our criterion and expected improvement, one of the reference criteria in the literature. Experimental results indicate major evaluation savings over EGO. Finally, the method, which we call IAGO (for Informational Approach to Global Optimization), is extended to robust optimization problems, where both the factors to be tuned and the function evaluations are corrupted by noise.     

An outranking-based general approach to solving group multi-objective optimization problems

This paper presents a general approach to solving multi-objective programming problems with multiple decision makers. The proposal is based on optimizing a bi-objective measure of “collective satisfaction”. Group satisfaction is understood as a reasonable balance between the strengths of an agreeing and an opposing coalition, considering also the number of decision makers not belonging to any of these coalitions. Accepting the vagueness of “collective satisfaction”, even the vagueness of “person satisfaction”, fuzzy outranking relations and other fuzzy logic models are used.     

An improved approach to attribute reduction with ant colony optimization

Attribute reduction problem (ARP) in rough set theory (RST) is an NPhard one, which is difficult to be solved via traditionally analytical methods. In this paper, we propose an improved approach to ARP based on ant colony optimization (ACO) algorithm, named the improved ant colony optimization (IACO). In IACO, a new state transition probability formula and a new pheromone traps updating formula are developed in view of the differences between a traveling salesman problem and ARP. The experimental results demonstrate that IACO outperforms classical ACO as well as particle swarm optimization used for attribute reduction.     

An economic approach to some classical theorems in optimization theory

This short article offers economically intuitive proofs of the Euler equation and the maximum principle based on one of the best known results in economics, namely that the marginal utility of one extra dollar spent on each consumption goods is the same for all the consumption goods as required by budget-constrained utility maximization.     

An optimization approach to the problem of protein structure prediction

We describe a large-scale, stochastic-perturbation global optimization algorithm used for determining the structure of proteins. The method incorporates secondary structure predictions (which describe the more basic elements of the protein structure) into the starting structures, and thereafter minimizes using a purely physics-based energy model. Results show this method to be particularly successful on protein targets where structural information from similar proteins is unavailable, i.e., the most difficult targets for most protein structure prediction methods. Our best result to date is on a protein target containing over 4000 atoms and 12,000 cartesian coordinates.     

Novel evolutionary models and applications to sequence alignment problems

In this paper, we present a novel graph-theoretical approach for representing a wide variety of sequence analysis problems within a single model. The model allows incorporation of the operations “insertion”, “deletion”, and “substitution”, and various parameters such as relative distances and weights. Conceptually, we refer the problem as the minimum weight common mutated sequence (MWCMS) problem. The MWCMS model has many applications including multiple sequence alignment problem, the phylogenetic analysis, the DNA sequencing problem, and sequence comparison problem, which encompass a core set of very difficult problems in computational biology. Thus the model presented in this paper lays out a mathematical modeling framework that allows one to investigate theoretical and computational issues, and to forge new advances for these distinct, but related problems. Through the introduction of supernodes, and the multi-layer supergraph, we proved that MWCMS is -complete. Furthermore, it was shown that a conflict graph derived from the multi-layer supergraph has the property that a solution to the associated node-packing problem of the conflict graph corresponds to a solution of the MWCMS problem. In this case, we proved that when the number of input sequences is a constant, MWCMS is polynomial-time solvable. We also demonstrated that some well-known combinatorial problems can be viewed as special cases of the MWCMS problem. In particular, we presented theoretical results implied by the MWCMS theory for the minimum weight supersequence problem, the minimum weight superstring problem, and the longest common subsequence problem. Two integer programming formulations were presented and a simple yet elegant decomposition heuristic was introduced. The integer programming instances have proven to be computationally intensive. Consequently, research involving simultaneous column and row generation and parallel computing will be explored. The heuristic algorithm, introduced herein for multiple sequence alignment, overcomes the order-dependent drawbacks of many of the existing algorithms, and is capable of returning good sequence alignments within reasonable computational time. It is able to return the optimal alignment for multiple sequences of length less than 1500 base pairs within 30 minutes. Its algorithmic decomposition nature lends itself naturally for parallel distributed computing, and we continue to explore its flexibility and scalability in a massive parallel environment.     

Regular expression constrained sequence alignment

We introduce regular expression constrained sequence alignment as the problem of finding the maximum alignment score between given strings $S_1$ and $S_2$ over all alignments such that in these alignments there exists a segment where some substring $s_1$ of $S_1$ is aligned to some substring $s_2$ of $S_2$, and both $s_1$ and $s_2$ match a given regular expression R, i.e. $s_1,s_2\in L(R)$ where $L(R)$ is the regular language described by R. For complexity results we assume, without loss of generality, that $n=|S_1|⩾|m|=|S_2|$. A motivation for the problem is that protein sequences can be aligned in a way that known motifs guide the alignments. We present an $\mathrm{O}(nmr)$ time algorithm for the regular expression constrained sequence alignment problem where $r=\mathrm{O}(t^4)$, and t is the number of states of a nondeterministic finite automaton N that accepts $L(R)$. We use in our algorithm a nondeterministic weighted finite automaton M that we construct from N. M has $\mathrm{O}(t^2)$ states where the transition-weights are obtained from the given costs of edit operations, and state-weights correspond to optimum alignment scores we compute using the underlying dynamic programming solution for sequence alignment. If we are given a deterministic finite automaton D accepting $L(R)$ with $t_d$ states then our construction creates a deterministic finite automaton $M_d$ with $t_d^2$ states. In this case, our algorithm takes $\mathrm{O}(t_d^{2}nm)$ time. Using $M_d$ results in faster computation than using M when $t_d<t^2$. If we only want to compute the optimum score, the space required by our algorithm is $\mathrm{O}(t^{2}n)$ ($\mathrm{O}(t_d^{2}m)$ if we use a given $M_d$). If we also want to compute an optimal alignment then our algorithm uses $\mathrm{O}(t^{2}m+t^2|s_1||s_2|)$ space ($\mathrm{O}(t_d^{2}m+t_d^2|s_1||s_2|)$ space if we use a given $M_d$) where $s_1$ and $s_2$ are substrings of $S_1$ and $S_2$, respectively, $s_1,s_2\in L(R)$, and $s_1$ and $s_2$ are aligned together in the optimal alignment that we construct. We also show that our method generalizes for the case of the problem with affine gap penalties, and for finding optimal regular expression constrained local sequence alignments.