Modeling, inference and optimization of regulatory networks based on time series data. (English) Zbl 1221.93024

Weber, Gerhard-Wilhelm; Defterli, Ozlem; Alparslan Gök, Sırma Zeynep; Kropat, Erik

Eur. J. Oper. Res. 211, No. 1, 1-14 (2011).

Summary: In this survey paper, we present advances achieved during the last years in the development and use of OR, in particular, optimization methods in the new gene-environment and eco-finance networks, based on usually finite data series, with an emphasis on uncertainty in them and in the interactions of the model items. Indeed, our networks represent models in the form of time-continuous and time-discrete dynamics, whose unknown parameters we estimate under constraints on complexity and regularization by various kinds of optimization techniques, ranging from linear, mixed-integer, spline, semi-infinite and robust optimization to conic, e.g., semi-definite programming. We present different kinds of uncertainties and a new time-discretization technique, address aspects of data preprocessing and of stability, related aspects from game theory and financial mathematics, we work out structural frontiers and discuss chances for future research and OR application in our real world.

MSC:

93A30	Mathematical modelling of systems (MSC2010)
90C30	Nonlinear programming
90C22	Semidefinite programming

Keywords:

nonlinear programming; uncertainty modeling; computational biology; environment; games; data mining

Software:

Zimpl; SCIP; SoPlex; Ellipsoidal Toolbox; ElemStatLearn

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