Bounding Stochastic Dependence, Complete Mixability of Matrices, and Multidimensional Bottleneck Assignment Problems

We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These values provide a discrete approximation of of minimum variance problems for discrete distributions, a problem motivated by the question how to estimate the $\alpha$-quantile of an aggregate random variable with unknown dependence structure given the marginals of the constituent random variables. We relate this problem to the multidimensional bottleneck assignment problem and show that there exists a polynomial $2$-approximation algorithm if the matrix has only $3$ columns. In general, deciding complete mixability is $\mathcal{NP}$-complete. In particular the swapping algorithm of Puccetti et al. is not an exact method unless $\mathcal{NP}\subseteq\mathcal{ZPP}$. For a fixed number of columns it remains $\mathcal{NP}$-complete, but there exists a PTAS. The problem can be solved in pseudopolynomial time for a fixed number of rows, and even in polynomial time if all columns furthermore contain entries from the same multiset

A polynomial time approximation algorithm for the two-commodity splittable flow problem

We consider a generalization of the unsplittable maximum two-commodity flow problem on undirected graphs where each commodity $${i \in \{1, 2\}}$$ can be split into a bounded number k i of equally-sized chunks that can be routed on different paths. We show that in contrast to the single-commodity case this problem is NP-hard, and hard to approximate to within a factor of α > 1/2. We present a polynomial time 1/2-approximation algorithm for the case of uniform chunk size over both commodities and show that for even k i and a mild cut condition it can be modified to yield an exact method. The uniform case can be used to derive a 1/4-approximation for the maximum concurrent (k 1, k 2)-splittable flow without chunk size restrictions for fixed demand ratio

Logic Integer Programming Models for Signaling Networks

We propose a static and a dynamic approach to model biological signaling networks, and show how each can be used to answer relevant biological questions. For this we use the two different mathematical tools of Propositional Logic and Integer Programming. The power of discrete mathematics for handling qualitative as well as quantitative data has so far not been exploited in Molecular Biology, which is mostly driven by experimental research, relying on first-order or statistical models. The arising logic statements and integer programs are analyzed and can be solved with standard software. For a restricted class of problems the logic models reduce to a polynomial-time solvable satisfiability algorithm. Additionally, a more dynamic model enables enumeration of possible time resolutions in poly-logarithmic time. Computational experiments are included

Minimal cut sets in a metabolic network are elementary modes in a dual network

Motivation: Elementary modes (EMs) and minimal cut sets (MCSs) provide important techniques for metabolic network modeling. Whereas EMs describe minimal subnetworks that can function in steady state, MCSs are sets of reactions whose removal will disable certain network functions. Effective algorithms were developed for EM computation while calculation of MCSs is typically addressed by indirect methods requiring the computation of EMs as initial step. Results: In this contribution, we provide a method that determines MCSs directly without calculating the EMs. We introduce a duality framework for metabolic networks where the enumeration of MCSs in the original network is reduced to identifying the EMs in a dual network. As a further extension, we propose a generalization of MCSs in metabolic networks by allowing the combination of inhomogeneous constraints on reaction rates. This framework provides a promising tool to open the concept of EMs and MCSs to a wider class of applications. Contact: [email protected]; [email protected] Supplementary information: Supplementary data are available at Bioinformatics onlin

Minimal Conflicting Sets for the Consecutive Ones Property in ancestral genome reconstruction

A binary matrix has the Consecutive Ones Property (C1P) if its columns can be ordered in such a way that all 1's on each row are consecutive. A Minimal Conflicting Set is a set of rows that does not have the C1P, but every proper subset has the C1P. Such submatrices have been considered in comparative genomics applications, but very little is known about their combinatorial structure and efficient algorithms to compute them. We first describe an algorithm that detects rows that belong to Minimal Conflicting Sets. This algorithm has a polynomial time complexity when the number of 1's in each row of the considered matrix is bounded by a constant. Next, we show that the problem of computing all Minimal Conflicting Sets can be reduced to the joint generation of all minimal true clauses and maximal false clauses for some monotone boolean function. We use these methods on simulated data related to ancestral genome reconstruction to show that computing Minimal Conflicting Set is useful in discriminating between true positive and false positive ancestral syntenies. We also study a dataset of yeast genomes and address the reliability of an ancestral genome proposal of the Saccahromycetaceae yeasts.Comment: 20 pages, 3 figure

Computing knock out strategies in metabolic networks

Given a metabolic network in terms of its metabolites and reactions, our goal is to efficiently compute the minimal knock out sets of reactions required to block a given behaviour. We describe an algorithm which improves the computation of these knock out sets when the elementary modes (minimal functional subsystems) of the network are given. We also describe an algorithm which computes both the knock out sets and the elementary modes containing the blocked reactions directly from the description of the network and whose worst-case computational complexity is better than the algorithms currently in use for these problems. Computational results are included.Comment: 12 page

Evaluating Versal AI Engines for option price discovery in market risk analysis

Whilst Field-Programmable Gate Arrays (FPGAs) have been popular in accelerating high-frequency financial workload for many years, their application in quantitative finance, the utilisation of mathematical models to analyse financial markets and securities, is less mature. Nevertheless, recent work has demonstrated the benefits that FPGAs can deliver to quantitative workloads, and in this paper, we study whether the Versal ACAP and its AI Engines (AIEs) can also deliver improved performance. We focus specifically on the industry standard Strategic Technology Analysis Center's (STAC) derivatives risk analysis benchmark STAC-A2. Porting a purely FPGA-based accelerator STAC-A2 inspired market risk (SIMR) benchmark to the Versal ACAP device by combining Programmable Logic (PL) and AIEs, we explore the development approach and techniques, before comparing performance across PL and AIEs. Ultimately, we found that our AIE approach is slower than a highly optimised existing PL-only version due to limits on both the AIE and PL that we explore and describe