Euclidean distance geometry and applications

Euclidean distance geometry is the study of Euclidean geometry based on the concept of distance. This is useful in several applications where the input data consists of an incomplete set of distances, and the output is a set of points in Euclidean space that realizes the given distances. We survey some of the theory of Euclidean distance geometry and some of the most important applications: molecular conformation, localization of sensor networks and statics.Comment: 64 pages, 21 figure

Numerical algebraic geometry for model selection and its application to the life sciences

Researchers working with mathematical models are often confronted by the related problems of parameter estimation, model validation, and model selection. These are all optimization problems, well-known to be challenging due to non-linearity, non-convexity and multiple local optima. Furthermore, the challenges are compounded when only partial data is available. Here, we consider polynomial models (e.g., mass-action chemical reaction networks at steady state) and describe a framework for their analysis based on optimization using numerical algebraic geometry. Specifically, we use probability-one polynomial homotopy continuation methods to compute all critical points of the objective function, then filter to recover the global optima. Our approach exploits the geometric structures relating models and data, and we demonstrate its utility on examples from cell signaling, synthetic biology, and epidemiology.Comment: References added, additional clarification

A Collection of Challenging Optimization Problems in Science, Engineering and Economics

Function optimization and finding simultaneous solutions of a system of nonlinear equations (SNE) are two closely related and important optimization problems. However, unlike in the case of function optimization in which one is required to find the global minimum and sometimes local minima, a database of challenging SNEs where one is required to find stationary points (extrama and saddle points) is not readily available. In this article, we initiate building such a database of important SNE (which also includes related function optimization problems), arising from Science, Engineering and Economics. After providing a short review of the most commonly used mathematical and computational approaches to find solutions of such systems, we provide a preliminary list of challenging problems by writing the Mathematical formulation down, briefly explaning the origin and importance of the problem and giving a short account on the currently known results, for each of the problems. We anticipate that this database will not only help benchmarking novel numerical methods for solving SNEs and function optimization problems but also will help advancing the corresponding research areas.Comment: Accepted as an invited contribution to the special session on Evolutionary Computation for Nonlinear Equation Systems at the 2015 IEEE Congress on Evolutionary Computation (at Sendai International Center, Sendai, Japan, from 25th to 28th May, 2015.

Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

On a continuation approach in Tikhonov regularization and its application in piecewise-constant parameter identification

We present a new approach to convexification of the Tikhonov regularization using a continuation method strategy. We embed the original minimization problem into a one-parameter family of minimization problems. Both the penalty term and the minimizer of the Tikhonov functional become dependent on a continuation parameter. In this way we can independently treat two main roles of the regularization term, which are stabilization of the ill-posed problem and introduction of the a priori knowledge. For zero continuation parameter we solve a relaxed regularization problem, which stabilizes the ill-posed problem in a weaker sense. The problem is recast to the original minimization by the continuation method and so the a priori knowledge is enforced. We apply this approach in the context of topology-to-shape geometry identification, where it allows to avoid the convergence of gradient-based methods to a local minima. We present illustrative results for magnetic induction tomography which is an example of PDE constrained inverse problem