An augmented lagrangian fish swarm based method for global optimization

This paper presents an augmented Lagrangian methodology with a stochastic population based algorithm for solving nonlinear constrained global optimization problems. The method approximately solves a sequence of simple bound global optimization subproblems using a fish swarm intelligent algorithm. A stochastic convergence analysis of the fish swarm iterative process is included. Numerical results with a benchmark set of problems are shown, including a comparison with other stochastic-type algorithms.Fundação para a Ciência e a Tecnologia (FCT

Multicanonical Study of Coarse-Grained Off-Lattice Models for Folding Heteropolymers

We have performed multicanonical simulations of hydrophobic-hydrophilic heteropolymers with two simple effective, coarse-grained off-lattice models to study the influence of specific interactions in the models on conformational transitions of selected sequences with 20 monomers. Another aspect of the investigation was the comparison with the purely hydrophobic homopolymer and the study of general conformational properties induced by the "disorder" in the sequence of a heteropolymer. Furthermore, we applied an optimization algorithm to sequences with up to 55 monomers and compared the global-energy minimum found with lowest-energy states identified within the multicanonical simulation. This was used to find out how reliable the multicanonical method samples the free-energy landscape, in particular for low temperatures.Comment: 11 pages, RevTeX, 10 Postscript figures, Author Information under http://www.physik.uni-leipzig.de/index.php?id=2

A descent subgradient method using Mifflin line search for nonsmooth nonconvex optimization

We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through an iterative process. The method enjoys a new two-point variant of Mifflin line search in which the subgradients are arbitrary. Thus, the line search procedure is easy to implement. Moreover, in comparison to bundle methods, the quadratic subproblems have a simple structure, and to handle nonconvexity the proposed method requires no algorithmic modification. We study the global convergence of the method and prove that any accumulation point of the generated sequence is Clarke stationary, assuming that the objective $f$ is weakly upper semismooth. We illustrate the efficiency and effectiveness of the proposed algorithm on a collection of academic and semi-academic test problems

Spectral estimation for mixed causal-noncausal autoregressive models

This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence. We do not assume any parametric distribution function for the innovations. Instead, we use the information of higher-order cumulants, combining the spectrum and the bispectrum in a minimum distance estimation. We show how to circumvent the nonlinearity of the parameters and the multimodality in the noncausal and mixed models by selecting the appropriate initial values in the estimation. In addition, we propose a method of identification using a simple comparison criterion based on the global minimum of the estimation function. By means of a Monte Carlo study, we find unbiased estimated parameters and a correct identification as the data depart from normality. We propose an empirical application on eight monthly commodity prices, finding noncausal and mixed causal-noncausal dynamics

Reranking candidate gene models with cross-species comparison for improved gene prediction

Background: Most gene finders score candidate gene models with state-based methods, typically HMMs, by combining local properties (coding potential, splice donor and acceptor patterns, etc). Competing models with similar state-based scores may be distinguishable with additional information. In particular, functional and comparative genomics datasets may help to select among competing models of comparable probability by exploiting features likely to be associated with the correct gene models, such as conserved exon/intron structure or protein sequence features. Results: We have investigated the utility of a simple post-processing step for selecting among a set of alternative gene models, using global scoring rules to rerank competing models for more accurate prediction. For each gene locus, we first generate the K best candidate gene models using the gene finder Evigan, and then rerank these models using comparisons with putative orthologous genes from closely-related species. Candidate gene models with lower scores in the original gene finder may be selected if they exhibit strong similarity to probable orthologs in coding sequence, splice site location, or signal peptide occurrence. Experiments on Drosophila melanogaster demonstrate that reranking based on cross-species comparison outperforms the best gene models identified by Evigan alone, and also outperforms the comparative gene finders GeneWise and Augustus+. Conclusion: Reranking gene models with cross-species comparison improves gene prediction accuracy. This straightforward method can be readily adapted to incorporate additional lines of evidence, as it requires only a ranked source of candidate gene models

MRFalign: Protein Homology Detection through Alignment of Markov Random Fields

Sequence-based protein homology detection has been extensively studied and so far the most sensitive method is based upon comparison of protein sequence profiles, which are derived from multiple sequence alignment (MSA) of sequence homologs in a protein family. A sequence profile is usually represented as a position-specific scoring matrix (PSSM) or an HMM (Hidden Markov Model) and accordingly PSSM-PSSM or HMM-HMM comparison is used for homolog detection. This paper presents a new homology detection method MRFalign, consisting of three key components: 1) a Markov Random Fields (MRF) representation of a protein family; 2) a scoring function measuring similarity of two MRFs; and 3) an efficient ADMM (Alternating Direction Method of Multipliers) algorithm aligning two MRFs. Compared to HMM that can only model very short-range residue correlation, MRFs can model long-range residue interaction pattern and thus, encode information for the global 3D structure of a protein family. Consequently, MRF-MRF comparison for remote homology detection shall be much more sensitive than HMM-HMM or PSSM-PSSM comparison. Experiments confirm that MRFalign outperforms several popular HMM or PSSM-based methods in terms of both alignment accuracy and remote homology detection and that MRFalign works particularly well for mainly beta proteins. For example, tested on the benchmark SCOP40 (8353 proteins) for homology detection, PSSM-PSSM and HMM-HMM succeed on 48% and 52% of proteins, respectively, at superfamily level, and on 15% and 27% of proteins, respectively, at fold level. In contrast, MRFalign succeeds on 57.3% and 42.5% of proteins at superfamily and fold level, respectively. This study implies that long-range residue interaction patterns are very helpful for sequence-based homology detection. The software is available for download at http://raptorx.uchicago.edu/download/.Comment: Accepted by both RECOMB 2014 and PLOS Computational Biolog