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  • 1
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    Bulletin of mathematical biology 55 (1993), S. 1-13 
    ISSN: 1522-9602
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract A simple one-dimensional model of single-species populations is studied by means of computer simulations. Although the model has a rich spectrum of dynamics including chaotic behavior, the introduction of survival thresholds makes the chaotic region so small that it can be hardly observed. Stochastic fluctuations further reduce the chaotic region because they accidentally lead populations to extinction. The model thus naturally explains the observation that the majority of natural populations do not show chaotic behavior but a monotonic return to a stable equilibrium point following a disturbance.
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  • 2
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    Notes: Abstract Current understanding of the pattern of proliferation within intestinal crypts involves the notion of a cutoff region introduced by Cairnieet al. (Exp. Cell. Res. 39, 539–553, 1965b). (Cells produced above the cutoff are non-cycling, whereas cells produced below the cutoff are cycling.) They contrasted the predicted distribution of proliferation in the extreme cases of a cutoff of width 0 (a sharp cutoff) with one eight cells wide (a slow cutoff) and concluded that the data were better explained by the latter. We have shown that crypt size variation artificially broadens the apparent distribution of proliferating cells in the crypt (Totafurnoet al., Biophys. J. 54, 845–858, 1988). Here we show that the measurement and analysis of crypts of a specified height reduces this artifact. This work introduces the use of distance from the crypt base (in microns) to specify the location of cells within the crypt as an improvement over the cell position ordering traditionally used in the determination of the distribution of proliferating cells. We also show how to explicitly correct for several artifacts in the measurement of the labelling index. We conclude that cell proliferation within the crypt is more localized than previously realized; in fact, a cutoff as slow as eight cells wide is rejected.
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  • 3
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    Bulletin of mathematical biology 55 (1993), S. 141-154 
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    Notes: Abstract Multiple string (sequence) alignment is a difficult and important problem in computational biology, where it is central in two related tasks: finding highly conserved subregions or embedded patterns of a set of biological sequences (strings of DNA, RNA or amino acids), and inferring the evolutionary history of a set of taxa from their associated biological sequences. Several precise measures have been proposed for evaluating the goodness of a multiple alignment, but no efficient methods are known which compute the optimal alignment for any of these measures in any but small cases. In this paper, we consider two previously proposed measures, and given two computationaly efficient multiple alignment methods (one for each measure) whose deviation from the optimal value isguaranteed to be less than a factor of two. This is the novel feature of these methods, but the methods have additional virtues as well. For both methods, the guaranteed bounds are much smaller than two when the number of strings is small (1.33 for three strings of any length); for one of the methods we give a related randomized method which is much faster and which gives, with high probability, multiple alignments with fairly small error bounds; and for the other measure, the method given yields a non-obviouslower bound on the value of the optimal alignment.
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  • 4
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    Bulletin of mathematical biology 55 (1993), S. 197-212 
    ISSN: 1522-9602
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    Topics: Biology , Mathematics
    Notes: Abstract The kinematics of helical motion are descirbed for an organism treated as a rigid body with six degrees of freedom relative to the organism's frame of reference, i.e. the organism can translate in the direction of, or rotate around any of, three orthogonal axes fixed to its body. Equations are derived that express the unit vectors of the Frenet trihedron and the torsion and curvature of the trajectory in terms of the organism's translational and rotational velocities. These equations permit description of the radius, pitch, angular velocity and axis of a helical trajectory in terms of the translational and rotational velocities of the organism swimming along that trajectory. The results of this analysis are then used in two later papers that describe how organisms can orient to an external stimulus.
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  • 5
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    Bulletin of mathematical biology 55 (1993), S. 257-257 
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  • 6
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    Bulletin of mathematical biology 55 (1993), S. 231-255 
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    Notes: Abstract Organisms that move along helical trajectories change their net direction of motion largely by changing the direction, with respect to the body of the organism, of their rotational velocity (Crenshaw and Edelstein-Keshet, 1993,Bull. math. Biol. 55, 213–230). This paper demonstrates that an organism orients to a stimulus field, such as a chemical concentration gradient or a ray of light, if the components of its rotational velocity, with respect to the, body of the organism, are simple functions of the stimulus intensity encountered by the organism. For example, an organism can orient to a chemical concentration gradient if the rate at which it rotates around its anterior-posterior axis is proportional to the chemical concentration it encounters. Such an orientation can be either positive or negative. Furthermore, it is true taxis—orientation of the axis of helical motion is direct. It is neither a kinesis nor a phobic response—there is no random component to this mechanism of orientation.
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  • 7
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    Bulletin of mathematical biology 55 (1993), S. 277-294 
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    Notes: Abstract A basic but neglected property of neuronal trees is their finite length. This finite length restricts the length of a segment to a certain maximum. The implications of the finite length of the tree with respect to the segment length distributions of terminal and intermediate segments are shown by means of a stochastic model. In the model it is assumed that branching is governed by a Poisson process. The model shows that terminal segments are expected to be longer than intermediate segments. Terminal and intermediate segments are expected to decrease in length with incrasing centrifugal order. The results are compared with data fromin vivo pyramidal cells from rat brain and tissue cultured ganglion cells from chicken. A good agreement between data and model was found.
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  • 8
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    Bulletin of mathematical biology 55 (1993), S. 345-364 
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    Notes: Abstract Shape and size of elongating cells were examined in three plant tissues: the adaxial epidermis of the petiole ofZebrina pendula L., the abaxial epidermis ofAnacharis densa L. leaves and the abaxial epidermis of the scale leaf ofAllium cepa L. Based on a few simple assumptions, the expected probability distribution frequencies (pdf) for cell length and number of adjacent walls were calculated. Actual data of cell lengths closely approximated those expected with the pdfs being asymmetrical since there are more younger, shorter cells than older, longer cells. Data for number of lateral walls of real cells were similar to that expected and these walls increase in compensating mechanism exists to maintain a constant range of cell lengths through many cell generations. It is expressed by longer than average new daughter cells dividing relatively soon while shorter than average new daughter cells divide after a relatively long cycle.
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  • 9
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    Bulletin of mathematical biology 55 (1993), S. 365-384 
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    Notes: Abstract Diffusion driven instability in reaction-diffusion systems has been proposed as a mechanism for pattern formation in numerous embryological and ecological contexts. However, the possible effects of environmental inhomogeneities has received relatively little attention. We consider a general two species reaction-diffusion model in one space dimension, with one diffusion coefficient a step function of the spatial coordinate. We derive the dispersion relation and the solution of the linearized system. We apply our results to Turing-type models for both embryogenesis and predator-prey interactions. In the former case we derive conditions for pattern to be isolated in one part of the domain, and in the latter we introduce the concept of “environmental instability”. Our results suggest that environmental inhomogeneity could be an important regulator of biological pattern formation.
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  • 10
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    Notes: Abstract The particular dynamics of the previously proposed model of a catalytic network formed byn error-prone self-replicative species without and with superimposed competition is analysed. In the first case, two situations are studied in detail: a uniform network in which all the species are inter-coordinated in the same way, and a network with a species differentiated in its catalytic relation with the remaining elements. In the second case, the superimposed competition is introduced at two levels: first, as an asymmetry in one of the network species amplification factor considering a null self-catalytic vector, and secondly, as a non-null self-catalytic vector with no asymmetry in the other propertics of the species. This kind of system does not present complex behaviour and can be adequately deseribed by performing a standard linear analysis, which gives direct information on the asymptotic behaviour of the sytem. Finally, the biological implications of this analysis within the framework of biological evolution are discussed.
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  • 11
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    Bulletin of mathematical biology 55 (1993), S. 451-464 
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    Notes: Abstract A theoretical model is proposed for the formation of cell distribution patterns in the slug stage of the cellular slime moldDictyostelium discoideum. The equilibrium distribution of two types of cells, prestalk and prespore, is obtained by minimizing the free energy, which is defined in terms of differential chemotaxis, differential cell adhesion and randomness of cell movement. Resulting distributions show various segregation patterns of cell types. The condition for cell sorting is obtained from stability analysis of the set of diffusion equations governing the evolution of cell type distribution and the concentration of chemoattractant. The intensities of differential chemotaxis and random cell movement are quantitatively evaluated from experimental data to show that two cell types can sort themselves completely by these forces.
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  • 12
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    Bulletin of mathematical biology 55 (1993), S. 655-674 
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    Notes: Abstract Multicell spheroids, small spherical clusters of cancer cells, have become an importantin vitro model for studying tumour development given the diffusion limited geometry associated with many solid tumour growths. Spheroids expand until they reach a dormant state where they exhibit a grossly static three-layered structure. However, at a cellular level, the spheroid is demonstrably dynamic with constituent cells migrating from the outer well-nourished region of the spheroid toward the necrotic central core. The mechanism that drives the migrating cells in the spheroid is not well understood. In this paper we demonstrate that recent experiments on internationalization can be adequately described by implicating pressure gradients caused by differential cell proliferation and cell death as the primary mechanism. Although chemotaxis plays a role in cell movement, we argue that it acts against the passive movement caused by pressure differences.
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  • 13
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    Bulletin of mathematical biology 55 (1993), S. 675-691 
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  • 14
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    Bulletin of mathematical biology 55 (1993), S. 693-693 
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    Bulletin of mathematical biology 55 (1993), S. 695-713 
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    Notes: Abstract In recent years, methods of consensus, developed for the solution of problems in the social sciences, have become widely used in molecular biology. Westudy a method of consensus originally due to Watermanet al. (Waterman, Galas and Arratia. 1984. Pattern recognition in several sequences: consensus and alignment.Bull. math. Biol. 46, 515–527) which is used to identify patterns or features in a molecular sequence where a pattern can vary in position within a given window. We show that some well-known consensus methods of the social sciences, the median and the mean, are special cases of this method for certain choices of the parameters used in it and give a precise account of the parameters for which these special cases arise. We also show that the specific parameters used in the method of Watermanet al. make their method equivalent to the median procedure which is widely used in the social sciences.
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    Bulletin of mathematical biology 55 (1993), S. 745-780 
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    Notes: Abstract We develop a model for the idiotypic interaction between two B cell clones. This model takes into account B cell proliferation, B cell maturation, antibody production, the formation and subsequent elimination of antibody-antibody complexes and recirculation of antibodies between the spleen and the blood. Here we investigate, by means of stability and bifurcation analysis, how each of the processes influences the model's behavior. After appropriate nondimensinalization, the model consists of eight ordinary differential equations and a number of parameters. We estimate the parameters from experimental sources. Using a coordinate system that exploits the pairwise symmetry of the interactions between two clones, we analyse two simplified forms of the model and obtain bifurcation diagrams showing how their five equilibrium states are related. We show that the so-called immune states lose stability if B cell and antibody concentrations change on different time scales. Additionally, we derive the structure of stable and unstable manifolds of saddle-tye equilibria, pinpoint their (global) bifurcations and show that these bifurcations play a crucial role in determining the parameter regimes in which the model exhibits oscillatory behavior.
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    Bulletin of mathematical biology 55 (1993), S. 781-816 
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    Notes: Abstract Two types of behavior have been previously reported in models of immune networks. The typical behavior of simple models, which involve B cells only, is stationary behavior involving several steady states. Finite amplitude perturbations may cause the model to switch between different equilibria. The typical behavior of more realistic models, which involve both B cells and antibody, consists of autonomous oscillations and/or chaos. While stationary behavior leads to easy interpretations in terms of idiotypic memory, oscillatory behavior seems to be in better agreement with experimental data obtained in unimmunized animals. Here we study a series of models of the idiotypic interaction between two B cell clones. The models differ with respect to the incorporation of antibodies, B cell maturation and compartmentalization. The most complicated model in the series has two realistic parameter regimes in which the behavior is respectively stationary and chaotic. The stability of the equilibrium states and the structure and interactions of the stable and unstable manifolds of the saddle-type equilibria turn out to be factors influencing the model's behavior. Whether or not the model is able to attain any form of sustained oscillatory behavior, i.e. limit cycles or chaos, seems to be determined by (global) bifurcations involving the stable and unstable manifolds of the equilibrium states. We attempt to determine whether such behavior should be expected to be attained from reasonable initial conditions by incorporating an immune response to an antigen in the model. A comparison of the behavior of the model with experimental data from the literature provides suggestions for the parameter regime in which the immune system is operating.
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    Bulletin of mathematical biology 55 (1993), S. 865-867 
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    Bulletin of mathematical biology 55 (1993), S. 869-889 
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    Notes: Abstract We show that the existence of diffusional resistance due to the presence of a solid phase can have a positive effect on the metabolic reactions of plant cells. In this case the efficiency of metabolic reactions, defined as the ratio of rate of production of biomass of aggregated cells/rate of production of biomass of dispersed cells, can be greater than unity for a certain range of aggregate sizes for both solid spheres (common plant cell aggregates) and hollow spheres (e.g.Volvox aggregates). This means that, under appropriate conditions, plant cells tend to stay in the aggregated form to improve the efficiency of their metabolic reactions. The result of the present analysis provides an explanation as to why aggregates of plant cells are observed under typical culture conditions.
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    Bulletin of mathematical biology 55 (1993), S. 937-952 
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    Notes: Abstract The Hodgkin and Huxley equations model action potentials in squid giant axons. Variants of these equations are used in most models for electrial activity of excitable membranes. Computational tools based upon the theory of nonlinear dynamical systems are used here to illustrate how the dynamical behavior of the Hodgkin Huxley model changes as functions of two of the system parameters.
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    Bulletin of mathematical biology 55 (1993), S. 919-936 
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    Notes: Abstract The description of the “microbial loop” has led to some major changes in our understanding of nutrient cycling within aquatic ecosystems. It now appears that in many settings it is not uncommon for some 50% of phytoplankton production to be diverted into microbial pathways rather than passing up to higher trophic levels. As a result the microbial loop is responsible for enhanced and rapid nutrient cycling at the very base of the food web. Since tight recycling is often associated with unstable positive feedback, we use a model to examine the possible repercussions in more detail. The model simulates the dynamics of the microbial loop and finds it to greatly affect the way in which aquatic primary production responds to nutrient pulses.
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    Bulletin of mathematical biology 55 (1993), S. 953-971 
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    Notes: Abstract The maintenance activity of plants is investigated in terms of a simple model. Maximization of a certain biomass fraction we refer to asnonactive biomass is postulated. Optimal behaviour of plants according to this principle is explicitly derived and expressed depending on environmental conditions. Several interesting hypotheses result, e.g. a quadratic law relating specific growth rate and gross rate of photosynthesis. A qualitative comparison with data from the literature is performed, with a special emphasis on the question whether plants stressed by air pollutants repair optimally. Regarding long-term constant environmental conditions, no data were found that contradict optimal behaviour. Exact quantitative testing of the theory is desirable, appropriate experiments are suggested.
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    Bulletin of mathematical biology 55 (1993), S. 993-1011 
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    Notes: Abstract In an earlier work a model of the autocrine and paracrine pathways of tumor growth control was developed (Michelson and Leith. 1991. Autocrine and paracrine growth factors in tumor growth.Bull. math. Biol. 53, 639–656). The target population, a generic tumor, was modeled as a single, homogeneous population using the standard Verhulst equation of logistic growth. Mitogenic signals were represented by modifications to the Malthusian growth parameter and adaptational signals were represented by modifications to the carrying capacity. Three growth scenarios were described: (1) normal tissue wound healing, (2) unperturbed tumor growth, and (3) tumor growth in a radiation damaged environment, a phenomenon termed the Tumor Bed Effect (TBE). In this paper, we extend those results to include a “triad” of growth factor controls (autocrine, paracrine and endocrine) and heterogeneity of the target population. The heterogeneous factors in the model represent either intrinsic, epigenetic or environmental differences in both normally differentiating tissues and tumors. Three types of growth are modeled: (1) normal tissue differentiation or wound healing, assuming no communication between differentiated and undifferentiated cell compartments; (2) normal wound healing with feedback inhibition, due to signalling from the differentiated compartment; and (3) the development of hypoxia in a spherical tumor. The signal processing within the triad is discussed for each model and biologically reasonable constraints are defined for limits on growth control.
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    Bulletin of mathematical biology 55 (1993), S. 1039-1061 
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    Notes: Abstract A transient multispecies model for quantifying microbial space competition in biofilm is derived from existing models, introducing a new approach to biomass detachment modelling. This model includes inert biomass, substrate diffusion and utilization rate within the biofilm and diffusional layers. It predicts the evolution of biofilm thickness, bulk substrate concentration, species distribution and substrate concentration within the biofilm. A zero-dimensional transient model is described. Its steady-state solution is used to set up initial conditions of the one-dimensional model and case computation towards steady-state solution. Some numerical tools have been developed, enabling fast computation on microcomputers. Simulations show the validity of a zero-dimensional model and perturbated systems are also simulated. Simulations with experimental data give acceptable results.
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    Bulletin of mathematical biology 55 (1993), S. 1025-1038 
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    Notes: Abstract Recently, we proposed a new model of DNA sequence evolution (Arquès and Michel. 1990b.Bull. math. Biol. 52, 741–772) according to which actual genes on the purine/pyrimidine (R/Y) alphabet (R=purine=adenine or guanine, Y=pyrimidine=cytosine or thymine) are the result of two successive evolutionary genetic processes: (i) a mixing (independent) process of non-random oligonucleotides (words of base length less than 10: YRY(N)6, YRYRYR and YRYYRY are so far identified; N=R or Y) leading to primitive genes (words of several hundreds of base length) and followed by (ii) a random mutation process, i.e. transformations of a base R (respectively Y) into the base Y (respectively R) at random sites in these primitive genes. Following this model the problem investigated here is the study of the variation of the 8 R/Y codon probabilities RRR,..., YYY under random mutations. Two analytical expressions solved here allow analysis of this variation in the classical evolutionary sense (from the past to the present, i.e. after random mutations), but also in the inverted evolutionary sense (from the present to the past, i.e. before random mutations). Different properties are also derived from these formulae. Finally, a few applications of these formulae are presented. They prove the proposition in Arquès and Michel (1990b.Bull. math. Biol. 52, 741–772), Section 3.3.2, with the existence of a miximal mean number of random mutations per base of the order 0.3 in the protein coding genes. They also confirm the mixing process of oligonucleotides by excluding the purine/pyrimidine contiguous and alternating tracts from the formation process of primitive genes.
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    Bulletin of mathematical biology 55 (1993), S. 1199-1210 
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    Notes: Abstract It is believed that the native folded three-dimensional conformation of a protein is its lowest free energy state, or one of its lowest. It is shown here that both a two-and three-dimensional mathematical model describing the folding process as a free energy minimization problems is NP-hard. This means that the problem belongs to a large set of computational problems, assumed to be very hard (“conditionally intractable”). Some of the possible ramifications of this results are speculated upon.
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    Bulletin of mathematical biology 55 (1993), S. 1133-1182 
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    Notes: Abstract A model employing separate dose-dependent response functions for proliferation and differentiation of idiotypically interacting B cell clones is presented. For each clone the population dynamics of proliferating B cells, non-proliferating B cells and free antibodies are considered. An effective response function, which contains the total impact of proliferation and differentiation at the fixed points, is defined in order to enable an exact analysis. The analysis of the memory states is restricted in this paper to a two-species system. The conditions for the existence of locally stable steady states with expanded B cell and antibody populations are established for various combinations of different field-response functions (e.g. linear, saturation, log-bell functions). The stable fixed points are interpreted as memory states in terms of immunity and tolerance. It is proven that a combination of linear response functions for both proliferation and differentiation does not give rise to stable fixed points. However, due to competition between proliferation and differentiation saturation response functions are sufficient to obtain two memory states, provided proliferation preceeds differentiation and also saturates earlier. The use of log-bell-shaped response functions for both proliferation and differentiation gives rise to a “mexican-hat” effective response function and allows for multiple (four to six) memory states. Both a primary response and a much more pronounced secondary response are observed. The stability of the memory states is studied as a function of the parameters of the model. The attractors lose their stability when the mean residence time of antibodies in the system is much longer than the B cells' lifetime. Neither the stability results nor the dynamics are qualitatively chanbed by the existence of non-proliferating B cells: memory states can exist and be stable without non-proliferating B cells. Nevertheless, the activation of non-proliferating B cells and the competition between proliferation and differentiation enlarge the parameter regime for which stable attractors are found. In addition, it is shown that a separate activation step from virgin to active B cells renders the virgin state stable for any choice of biologically reasonable parameters.
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    Bulletin of mathematical biology 55 (1993), S. 891-918 
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    Notes: Abstract We present an algorithm for allocating individual ants to tasks that relies solely on task change being caused by the unavailability of work. We prove that such an algorithm will allocate the correct number of individuals to each job. Furthermore, we can demonstrate that if such an algorithm is used then an age structure emerges over the ants performing the various tasks. This matches closely with the weak temporal structure over tasks that is observed in Sendova-Franks and Franks (1993. Division of labour in ants nests within highly variable environments. (A study of temporal polyethism: experimental).Bull. math. Biol. 55, 75–96).
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    Bulletin of mathematical biology 55 (1993), S. 1013-1024 
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    Bulletin of mathematical biology 55 (1993), S. 973-991 
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    Notes: Abstract Biological regulatory systems can be described in terms of non-linear differential equations or in logical terms (using an “infinitely non-linear” approximation). Until recently, only part of the steady states of a system could be identified on logical grounds. The reason was that steady states frequently have one or more variable located on a threshold (see below); those steady states were not detected because so far no logical status was assigned to threshold values. This is why we introduced logical scales with values 0,1θ, 12θ, 2, ..., in which1θ,2θ, ... are the logical values assigned to the successive thresholds of the scale. We thus have, in addition to the regular logical states,singular states in which one or more variables is located on a threshold. This permits identifyingall the steady states on logical grounds. It was noticed that each feedback loop (or reunion of disjointed loops) can be characterized by a logical state located at the thresholds at which the variables of the loop operate. This led to the concept ofloop-characteristic state, which, as we will see, enormously simplifies the analysis.The core of this paper is a formal demonstration that among the singular states of a system, only loop-characteristic states can be steady. Reciprocally, given a loop-characteristic state, there are parameter values for which this state is steady; in this case, the loop is effective (i.e. it generates multistationarity if it is a positive loop, homeostasis if it is a negative loop). This not only results in the above-mentioned radical simplification of the identification of the steady states, but in an entirely new view of the relation between feedback loops and steady states.
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    Notes: Abstract Based on experimental work on the ontogeny of the electroretinogram circadian rhythm in crayfish, we present a mathematical model simulating changes in both frequency and amplitude of the electroretinogram oscillation during several developmental stages until shortly before the adult age. Simultaneously, we propose a hypothetical oscillation in the hormonal release whose frequency is imposed on the electroretinogram oscillation. The model consists of two coupled nonlinear oscillators in which a dynamical response is obtained mainly through an Andronov-Hopf bifurcation. Through the construction of the model, a biological hypothesis about the essential elements underlying the ERG circadian rhythm and their interrelations is formulated and discussed.
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    Bulletin of mathematical biology 55 (1993), S. 111-129 
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    Notes: Abstract Several of the known scaling laws in the animal kingdom are based on a so-called allometric correlation in which some physical quantity is presumed to scale as some power of the mass of the animal. Such a simple correlation, when deduced purely as an empirical result, often hides the physical balances that fix the relevant scaling law. In particular, the emphasis on a simple allometric scaling has often masked the fundamental role played by time scales associated with the physical balances being struck. In this paper I have concentrated on three different attributes to which the use of dimensional analysis, scaling arguments and some judicious guesswork have led to new results and an understanding of some balances that occur in the animal kingdom. The running speed of animals is examined and a rationale deduced for the resolution of a conundrum first posed by A.V. Hill of why it is that many animals appear to have approximately the same maximum speed. A complete dimensional analysis for scaling the basal metabolic rate for a class of animals suggests that a detailed understanding of the physical balances that fix the metabolic rate could be quite subtle. However, the use of such an analysis has led to the discovery of a new correlation for mammals, relating the metabolic rate to the mass and the pulse rate of the animal. At the heart of many scaling laws for animal motion is the provision of an estimate of how the skeletal structure depends on the mass of the animal. It has been known for some time that the assumption of isometry between the builds of animals is too constrictive to describe the observed scaling laws. It is shown here how to relax the isometric assumption and deduce scaling laws in good agreement with observation. Thus, it appears that the skeletal dimensions of many animals with exoskeletons are fixed by the need to support static rather than dynamical loads. The scaling laws associated with endoskeletons are more complex, apparently, though the analysis does suggest that it is dynamical loading which is decisive for the skeletal design of land mammals.
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    Bulletin of mathematical biology 55 (1993), S. 465-486 
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    Notes: Abstract This article presents a new method for the comparison of multiple macromolecular sequences. It is based on a hierarchical sequence synthesis procedure that does not require anya priori knowledge of the molecular structure of the sequences or the phylogenetic relations among the sequences. It differs from the existing methods as it has the capability of: (i) generating a statistical-structural model of the sequences through a synthesis process that detects homologous groups of the sequences, and (ii) aligning the sequences while the taxonomic tree of the sequences is being constructed in one single phase. It produces superior results when compared with some existing methods.
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    Bulletin of mathematical biology 55 (1993), S. 503-524 
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    Notes: Abstract This paper presents a dynamic programming algorithm for aligning two sequeces when the alignment is constrained to lie between two arbitrary boundary lines in the dynamic programming matrix. For affine gap penalties, the algorithm requires onlyO(F) computation time andO(M+N) space, whereF is the area of the feasible region andM andN are the sequence lengths. The result extends to concave gap penalties, with somewhat increased time and space bounds.
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    Bulletin of mathematical biology 55 (1993), S. 561-583 
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    Notes: Abstract A general model of zymogen activation is proposed and explicit kinetic equations for the time courses of the various species and products involved are given. These equations are valid for the whole course of the reaction and therefore for both the transient phase and the steady state. This model is sufficiently general to include mechanisms possessing one or more steps of zymogen activation besides possible steps of inhibition (reversible or irreversible) or inactivation.
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    Bulletin of mathematical biology 55 (1993), S. 585-608 
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    Notes: Abstract Cell migration can be characterized by two independent variables: the speed,v, and the migration angle, ϕ. Each variable can be described by a stochastic differential equation—a Langevin equation. The migration behaviour of an ensemble of cells can be predicted due to the stochastic processes involved in the signal transduction/response system of each cell. Distribution functions, correlation functions, etc. are determined by using the corresponding Fokker-Planck equation. The model assumptions are verified by experimental results. The theoretical predictions are mainly compared with the galvanotactic response of human granulocytes. The coefficient characterizing the mean effect of the signal transduction/response system of the cell is experimentally determined to 0.08 mm/V sec (galvanotaxis) or 0.7 mm/sec (chemotaxis) and the characteristic time characterizing stochastic effects in the signal transduction/response system is experimentally determined as 30 sec. The temporal directed response induced by electric field pulses is investigated: the experimental cells react slower but are more sensitive than predicted by theory.
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    Bulletin of mathematical biology 55 (1993), S. 15-35 
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    Notes: Abstract A classical predator-prey model is considered in this paper with reference to the case of periodically varying parameters. Six elementary seasonality mechanisms are identified and analysed in detail by means of a continuation technique producing complete bifurcation diagrams. The results show that each elementary mechanism can give rise to multiple attractors and that catastrophic transitions can occur when suitable parameters are slightly changed. Moreover, the two classical routes to chaos, namely, torus destruction and cascade of period doublings, are numerically detected. Since in the case of constant parameters the model cannot have multiple attractors, catastrophes and chaos, the results support the conjecture that seasons can very easily give rise to complex populations dynamics.
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    Bulletin of mathematical biology 55 (1993), S. 75-96 
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    Notes: Abstract We briefly review the literature on the division of labour in ant colonies with monomorphic worker populations, and show that there are anomalies in current theories and in the interpretation of existing data sets. Most ant colonies are likely to be in unstable situations and therefore we doubt if an age-based division of labour can be sufficiently flexible. We present data for a type of small ant colony in a highly seasonal environment, concentrating on individually marked older workers. We show that contrary to expectation such workers undertake a wide variety of tasks and can even retain their ability to reproduce, even whilst younger workers are actively foraging. Our analysis shows that old workers occupy four distinct spatial stations within the nest and that these are related to the tasks they perform. We suggest that correlations between age and task in many ant colonies might simply be based on ants foraging for work, i.e. actively seeking tasks to perform and remaining faithful to these as long as they are profitably employed. For this reason, employed older workers effectively displace unemployed younger workers into other tasks. In a companion paper, Tofts 1993,Bull. math. Biol. develops an algorithm that shows how foraging for work can be an efficient and flexible mechanism for the division of labour in social insects. The algorithm creates a correlation between age and task purely as a by-product of itsmodus operandi.
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    Bulletin of mathematical biology 55 (1993), S. 131-140 
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    Notes: Abstract A class of deformations of polyhedra which preserve both the combinatorial type and the location of all but one vertex are examined, leading to the concepts of unconditional and conditional vertex mobility. A simple criterion for vertex mobility is given, and equimobility classes of polyhedra are introduced. The polyhedral mobility characterization is suggested for applications in dynamic molecular modeling, shape analysis of protein folding, and the study of rearrangements of atomic clusters.
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    Bulletin of mathematical biology 55 (1993), S. 155-174 
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    Notes: Abstract The optimal shape of the front profile of the thick lens in the eye of the scallop,Pecten is theoretically, geometric optically investigated as a function of the refractive index of the lens and the retina, as well as of the geometrical parameters of the eye. The shape of the theoretical front surfaces is compared with that of the real, experimentally determined front face of the lens. The degree of correction of the lens for spherical aberration of the reflecting spherical mirror in thePecten eye is examined. The optimal shape of the front profile of the lens depends strongly on a set of parameters, such that a certain fine tuning is required among them to assure a full correction for spherical aberration. The extreme variability of the eye parameters and the shape of the front face of the lens in the scallop is inconsistent with this fine tuning requirement. The degree of correction of thePecten lens for spherical aberration might not be as good as it could be, a possible biooptical reason for which is discussed.
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    Bulletin of mathematical biology 55 (1993), S. 175-195 
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    Notes: Abstract A population of cells suspended in a liquid nutrient medium is considered. The process of growth, division and death of a cell is interpreted mathematically as the Bellman-Harris stochastic process governed by random meetings between the cell and nutrient particles. Growth of a cell is considered to be a result of two processes: mass inflow into and mass outflow from the cell. It is found that, in the absence of food limitations and inhibitors, population growth is not exponential. However, the exponential increase is approached asymptotically over time. Population net growth rate is a variable rather than a constant, but tends over time to a constant value which is the rate of exponential growth. The rate of exponential growth, the probabilities of cell division and death, and the life expectancy of a cell are expressed analytically via average rate of meetings between a cell and nutrient particles. The paper presents an independent phase in calculating mathematical relations between the rate of exponential growth and the concentration of food in a substrate.
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    Bulletin of mathematical biology 55 (1993), S. 213-230 
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    Notes: Abstract We analyse the helical motion of organisms, concentrating on the means by which organisms change the direction in space of the axis of the helical trajectory, which is the net direction of motion. We demonstrate that the direction of the axis is determined largely by the direction of the organism's rotational velocity. Changes in direction of the rotational velocity, with respect to the organism's body, change the direction in space of the axis of the helical trajectory. Conversely, changes in direction of the translational velocity, with respect to the body of the organism, have little effect on the direction in space of the axis of the trajectory. Because the axis of helical motion is the net direction of motion, it is likely that organisms that move in helices change direction by pointing their rotational velocity, not their translational velocity, in a new direction.
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    Bulletin of mathematical biology 55 (1993), S. 259-275 
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    Notes: Abstract The mechanistic model of the phytoplankton photosynthesis-light intensity relationship by Eilers and Peeters (1988.Ecol. Modelling 42, 199–215) is investigated mathematically. The model is based on the physiological idealization of transition probabilities between states of the photosynthetic factories,PSF. The model was found to have under constant light condition a globally stable unique positive equilibrium, while under periodically varying light (e.g. daily periodicity) there exists a unique globally asymptotically stable periodic solution. Based on this, the adaptation to a change of light intensity is defined as a process by which the state ofPSF converges to an equilibrium. Assuming that phytoplankton regulates its photosynthetic production rate with a certain strategy which maximizes production, two such possible strategies were examined. Both the instantaneous and the integral maximal photosynthetic production were shown to have the same result. With realistic qualitative assumptions of the shape of the dependence of the four model parameters on the light intensity to which phytoplankton is adapted, the numerical values of parameters under both constant and periodically varying conditions are determined by applying Pontryagin's maximum principle.
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    Bulletin of mathematical biology 55 (1993), S. 295-313 
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    Notes: Abstract Although the isobologram is presently the most widely used method of analysis for combined effects of agents, there are several different interpretations of the linear isobole isobole in regard to its use as a criterion of interaction. An investigation of the differential aspects of the linear isobole relation may cast some light in this regard. By conceptual extension of the present single effect level (i.e. effect-point) relation of the linear isobole to an effect-neighbourhood relation in which the linear isobole holds over a small continuous range of effect levels, the mathematical differential of the linear isobole can be developed and investigated. This differential aspect provides some useful insights into the implication and interpretation of the linear isobole relation when used as a general criterion in agent interaction studies. it can also serve as the mathematical basis for the formulation of analytic schemes in which the linear isobole relation is applicable over a continuous range of effect levels.
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    Bulletin of mathematical biology 55 (1993), S. 315-344 
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    Notes: Abstract We discuss in detail the behaviour of a model, proposed by Goldbeteret al. (1990.Proc. natn. Acad. Sci. 87, 1461–1465), for intracellular calcium wave propagation by calcium-induced calcium release, focusing our attention on excitability and the propagation of waves in one spatial dimension. The model with no diffusion behaves like a generic excitable system, and threshold behaviour, excitability and oscillations can be understood within this general framework. However, when diffusion is included, the model no longer behaves like a generic excitable system; the fast and slow variables are not distinct and previous results on excitable systems do not necessarily apply. We consider a piecewise linear simplification of the model, and construct travelling pulse and periodic plane wave solutions to the simplified model. The analogous behaviour in the full model is studied numerically. Goldbeter's model for calciuminduced calcium release is an excitable system of a type not previously studied in detail.
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    Bulletin of mathematical biology 55 (1993), S. 385-415 
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    Notes: Abstract A generalized model ofn catalytically-coupled self-replicative molecules witherror-prone replication is presented. A generalized mathematical formulation of this model and the outline of its asymptotic behaviour have been developed. Due to the complexity of the model, only in simple situations is it possible to draw general conclusions from the standard analysis. Some complex situations are illustrated by means of numerical integration of particular examples.
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    Bulletin of mathematical biology 55 (1993), S. 487-489 
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    Bulletin of mathematical biology 55 (1993), S. 491-502 
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    Bulletin of mathematical biology 55 (1993), S. 543-560 
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    Notes: Abstract We investigated the structural correlates of stability and resilience in strong hierarchies, that is, systems that can be represented by a rooted tree. A simple exponential model that incorporates three variables (the total number of nodesN; the number of basal nodesn B; and the number of single links among nodesN 1) accounts for 95% of the observed variability in stability among trees in our sample population. For resilience the situation is even simpler, with about 89% of the population variation being accounted for by tree size (N). For strong hierarchies, size and shape are the principal correlates of stability, while size alone explains the major proportion of the variability in resilience among stable trees. These results suggest that reasonably accurate statistical predictions about the stability and resilience of strong hierarchies can be made from a small set of (relatively) easily measured variables, without detailed knowledge of system topology.
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    Bulletin of mathematical biology 55 (1993), S. 525-541 
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    Notes: Abstract Numerous regulatory mechanisms in motor control involve the presence of time delays in the controlled behavior of the system. Experimentally, we have shown that an increase of the time delay in visual feedback induces different oscillations in control subjects and in patients with neurological diseases during the performance of a simple compensatory tracking task. A preliminary model is proposed to describe the oscillations observed in control subjects and in patients with neurological diseases. The influence of delays in two feedback loops are the main components of the motor control circuitry involved in this task and are studied from an analytical and physiological perspective. We analytically determine the influence in the model of each of these delays on the stability of the finger position. In addition, the influence of stochastic elements (“noise”) in the modeling equation is seen to contribute qualitatively to a more accurate reproduction of experimental traces in patients with Parkinson's disease but not in patients with cerebellar disease.
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    Bulletin of mathematical biology 55 (1993), S. 609-635 
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    Notes: Abstract A model of embryo energetics was fitted to data from the literature for species as different as snails and mammals. The model is based on assumptions about energy uptake, storage and utilization. It describes the animal by two state variables: volume and energy storage. Embryo weight is taken to be proportional to volume, yolk weight to energy storage, and respiration rate to storage utilization rate. The fits were good, with minor deviations occurring only in the early phases of development. For altricial birds, good model fits were obtained, but the parameter values markedly differed from those of other species. We hypothesized that, due to an increase in energy utilization towards hatching, the temperature of the embryo increases. As a result, metabolic processes are accelerated. When this was taken into account, parameter values were obtained that correspond better with those of other animals.
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    Bulletin of mathematical biology 55 (1993), S. 637-654 
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    Notes: Abstract Experimental evidence suggests that anisotropic stress induces alignment of intracellular actin filaments. We develop a model for this phenomenon, which includes a parameter reflecting the sensitivity of the microfilament network to changes in the stress field. When applied to a uniform cell sheet at rest, the model predicts that for sufficiently large values of the sensitivity parameter, all the actin filaments will spontaneously align in a single direction. Stress alignment can also be caused by a change in external conditions, and as an example of this we apply our model to the initial response of embryonic epidermis to wounding. Our solutions in this case are able to reflect the actin cable that has been found at the wound edge in recent experiments; the cable consists of microfilaments aligned with stress at the wound boundary of the epithelium. These applications suggest that stress-induced alignment of actin filaments could play a key role in some biological systems. This is the first attempt to include the alignment phenomenon in a mechanical model of cytogel.
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    Bulletin of mathematical biology 55 (1993), S. 715-730 
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    Notes: Abstract The problem of optimal dosage is studied for the administration of ddCyd using erythrocytes as carriers and bioreactors. The volume of erythrocytes and the initial amount of drug to be loaded have to be determined in such a way that the duration of the therapeutic effect is maximized without exceeding the toxic threshold. It is found that the optimal control is unique and it is at the upper vertex of the set of the admissible controls. A more general case is also briefly discussed.
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    Notes: Abstract To explore the biological similarities and differences between the HIV-1 and HIV-2 viruses, we model the probability of male-to-female transmission of either HIV virus as a function of the number of sexual partners, the prevalence of the viruses and the infectivity per contact. Using maximum likelihood estimation theory and data from a prospective study of registered female prostitutes in Dakar, Senegal, we estimate and compare the infectivities of HIV-1 and HIV-2. Graphical goodness-of-fit methods are used to show that our model fits the data well. We find that in male-to-female transmission HIV-1 is significantly more infectious than HIV-2. This findings is consistent with other data from laboratory and epidemiologic studies comparing the biology of HIV-1 and HIV-2.
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    Bulletin of mathematical biology 55 (1993), S. 817-827 
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    Notes: Abstract Predator-prey models where one or more terms involve ratios of the predator and prey populations may not be valid mathematically unless it can be shown that solutions with positive initial conditions never get arbitrarily close to the axis in question, i.e. that persistence holds. By means of a transformation of variables, criteria for persistence are derived for two classes of such models, thereby leading to their validity. Although local extinction certainly is a common occurrence in nature, it cannot be modeled by systems which are ratio-dependent near the axes.
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    Bulletin of mathematical biology 55 (1993), S. 847-864 
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    Notes: Abstract The apple twig borer (Amphicerus bicaudatus) is an insect pest of the grape vine, causing considerable damage to the grape vine in early spring. A simple difference equation model is formulated and analysed for this plant-herbivore system based on two control strategies, cane removal and pesticide application. The system has two equilibria, one where the pest is present and one where the pest is absent. Regions are found in parameter space for global stability of the equilibria and in the absence of global stability it is shown that there exist periodic or quasiperiodic solutions.
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    Bulletin of mathematical biology 55 (1993), S. 829-845 
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    Notes: Abstract A relative phase model of four coupled oscillators is used to interpret experiments on the coordination between rhythmically moving human limbs. The pairwise coupling functions in the model are motivated by experiments on two-limb coordination. Stable patterns of coordination between the limbs are represented by fixed points in relative phase coordinates. Four invariant circles exist in the model, each containing two patterns of coordination seen experimentally. The direction of switches between two four-limb patterns on the same circle can be understood in terms of two-limb coordination. Transitions between patterns in the human four-limb system are theoretically interpreted as bifurcations in a nonlinear dynamical system.
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    Bulletin of mathematical biology 55 (1993), S. 1063-1090 
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    Notes: Abstract A population dynamics approach based on a system of differential equations allows us to establish conditions for the emergence of mutualism for cases such as coelenterates-algae symbionts. A central assumption of the model is that a host organism is able to discriminate, via some molecular recognition mechanisms, among different invading organisms and preferentially rejectparasites rather thanbona fide symbionts. Large differential rejection rates allow the emergence of mutualism. Different attractors of the population dynamics correspond to the emergence of mutualism, predominance of “selfish” species, or coexistence of many species.
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    Bulletin of mathematical biology 55 (1993), S. 1091-1131 
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    Notes: Abstract A Cayley tree model of idiotypic networks that includes both B cell and antibody dynamics is formulated and analysed. As in models with B cells only, localized states exist in the network with limited numbers of activated clones surrounded by virgin or near-virgin clones. The existence and stability of these localized network states are explored as a function of model parameters. As in previous models that have included antibody, the stability of immune and tolerant localized states are shown to depend on the ratio of antibody to B cell lifetimes as well as the rate of antibody complex removal. As model parameters are varied, localized steady-states can break down via two routes: dynamically, into chaotic attractors, or structurally into percolation attractors. For a given set of parameters percolation and chaotic attractors can coexist with localized attractors, and thus there do not exist clear cut boundaries in parameter space that separate regions of localized attractors from regions of percolation and chaotic attractors. Stable limit cycles, which are frequent in the two-clone antibody B cell (AB) model, are only observed in highly connected networks. Also found in highly connected networks are localized chaotic attractors. As in experiments by Lundkvistet al. (1989.Proc. natn. Acad. Sci. U.S.A. 86, 5074–5078), injection ofAb 1 antibodies into a system operating in the chaotic regime can cause a cessation of fluctuations ofAb 1 andAb 2 antibodies, a phenomenon already observed in the two-clone AB model. Interestingly, chaotic fluctuations continue at higher levels of the tree, a phenomenon observed by Lundkvistet al. but not accounted for previously.
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    Bulletin of mathematical biology 55 (1993), S. 1183-1198 
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    Notes: Abstract The protein folding problem and the notion of NP-completeness and NP-hardness are discussed. A lattice model is suggested to capture the essece of protein folding. For this model we present a proof that finding the lowest free energy conformation belongs to the class of NP-hard problems. The implications of the proof are discussed and we suggest that the natural folding process cannot be considered as a search for the global free energy minimum. However, we suggest an explanation as to why, for many proteins, the native functional conformation maycoincide with the lowest free energy conformation.
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    Mathematical programming 58 (1993), S. 53-88 
    ISSN: 1436-4646
    Keywords: Symmetric traveling salesman problem ; graphical traveling salesman problem ; polyhedron ; facet ; linear inequality ; lifting ; composition of inequalities
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    Notes: Abstract A present trend in the study of theSymmetric Traveling Salesman Polytope (STSP(n)) is to use, as a relaxation of the polytope, thegraphical relaxation (GTSP(n)) rather than the traditionalmonotone relaxation which seems to have attained its limits. In this paper, we show the very close relationship between STSP(n) and GTSP(n). In particular, we prove that every non-trivial facet of STSP(n) is the intersection ofn + 1 facets of GTSP(n),n of which are defined by the degree inequalities. This fact permits us to define a standard form for the facet-defining inequalities for STSP(n), that we calltight triangular, and to devise a proof technique that can be used to show that many known facet-defining inequalities for GTSP(n) define also facets of STSP(n). In addition, we give conditions that permit to obtain facet-defining inequalities by composition of facet-defining inequalities for STSP(n) and general lifting theorems to derive facet-defining inequalities for STSP(n +k) from inequalities defining facets of STSP(n).
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    Mathematical programming 58 (1993), S. 111-136 
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    Keywords: ABS algorithms ; linear least squares ; overdetermined linear systems ; QR factorization ; Gram–Schmidt algorithm ; numerical experiments
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    Notes: Abstract The ABS class for linear and nonlinear systems has been recently introduced by Abaffy, Broyden, Galantai and Spedicato. Here we consider various ways of applying these algorithms to the determination of the minimal euclidean norm solution of over-determined linear systems in the least squares sense. Extensive numerical experiments show that the proposed algorithms are efficient and that one of them usually gives better accuracy than standard implementations of the QR orthogonalization algorithm with Householder reflections.
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    Mathematical programming 58 (1993), S. 243-255 
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    Keywords: Linear programming ; interior point algorithm ; primal—dual potential function
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    Notes: Abstract This paper is concerned with selection of theρ-parameter in the primal—dual potential reduction algorithm for linear programming. Chosen from [n + $$\sqrt n $$ , ∞), the level ofρ determines the relative importance placed on the centering vs. the Newton directions. Intuitively, it would seem that as the iterate drifts away from the central path towards the boundary of the positive orthant,ρ must be set close ton + $$\sqrt n $$ . This increases the relative importance of the centering direction and thus helps to ensure polynomial convergence. In this paper, we show that this is unnecessary. We find for any iterate thatρ can be sometimes chosen in a wide range [n + $$\sqrt n $$ , ∞) while still guaranteeing the currently best convergence rate of O( $$\sqrt n $$ L) iterations. This finding is encouraging since in practice large values ofρ have resulted in fast convergence rates. Our finding partially complements the recent result of Zhang, Tapia and Dennis (1990) concerning the local convergence rate of the algorithm.
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    Mathematical programming 58 (1993), S. 295-324 
    ISSN: 1436-4646
    Keywords: Cutting planes ; projection ; mixed 0–1 programming ; disjunctive programming
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    Notes: Abstract We propose a cutting plane algorithm for mixed 0–1 programs based on a family of polyhedra which strengthen the usual LP relaxation. We show how to generate a facet of a polyhedron in this family which is most violated by the current fractional point. This cut is found through the solution of a linear program that has about twice the size of the usual LP relaxation. A lifting step is used to reduce the size of the LP's needed to generate the cuts. An additional strengthening step suggested by Balas and Jeroslow is then applied. We report our computational experience with a preliminary version of the algorithm. This approach is related to the work of Balas on disjunctive programming, the matrix cone relaxations of Lovász and Schrijver and the hierarchy of relaxations of Sherali and Adams.
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    Mathematical programming 58 (1993), S. 429-431 
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    Mathematical programming 58 (1993), S. 433-434 
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    Mathematical programming 59 (1993), S. 1-21 
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    Keywords: Primal—dual interior point algorithm ; linear program ; large step ; global convergence ; polynomial-time convergence
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    Notes: Abstract This paper proposes two sets of rules, Rule G and Rule P, for controlling step lengths in a generic primal—dual interior point method for solving the linear programming problem in standard form and its dual. Theoretically, Rule G ensures the global convergence, while Rule P, which is a special case of Rule G, ensures the O(nL) iteration polynomial-time computational complexity. Both rules depend only on the lengths of the steps from the current iterates in the primal and dual spaces to the respective boundaries of the primal and dual feasible regions. They rely neither on neighborhoods of the central trajectory nor on potential function. These rules allow large steps without performing any line search. Rule G is especially flexible enough for implementation in practically efficient primal—dual interior point algorithms.
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    Mathematical programming 59 (1993), S. 71-85 
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    Notes: Abstract The strategy of Restricted Simplicial Decomposition is extended to convex programs with convex constraints. The resulting algorithm can also be viewed as an extension of the (scaled) Topkis—Veinott method of feasible directions in which the master problem involves optimization over a simplex rather than the usual line search. Global convergence of the method is proven and conditions are given under which the master problem will be solved a finite number of times. Computational testing with dense quadratic problems confirms that the method dramatically improves the Topkis—Veinott algorithm and that it is competitive with the generalized reduced gradient method.
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    Mathematical programming 59 (1993), S. 133-150 
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    Keywords: Linear programming ; interior-point methods ; combined phase I—phase II
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    Notes: Abstract This paper describes an affine potential reduction algorithm for linear programming that simultaneously seeks feasibility and optimality. The algorithm is closely related to a similar method of Anstreicher. The new features are that we use a two-dimensional programming problem to derive better lower bounds than Anstreicher, that our direction-finding subproblem treats phase I and phase II more symmetrically, and that we do not need an initial lower bound. Our method also allows for the generation of a feasible solution (so that phase I is terminated) during the course of the iterations, and we describe two ways to encourage this behavior.
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    Mathematical programming 59 (1993), S. 151-162 
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    Keywords: Linear programming ; primal and dual ; superlinear and quadratic convergence ; polynomiality
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    Notes: Abstract Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O( $$\sqrt n $$ L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.
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    Mathematical programming 59 (1993), S. 87-115 
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    Keywords: Graph partition ; multiway cut ; polytope ; facet
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    Notes: Abstract In this paper we describe several forms of thek-partition problem and give integer programming formulations of each case. The dimension of the associated polytopes and some basic facets are identified. We also give several valid and facet defining inequalities for each of the polytopes.
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    Mathematical programming 59 (1993), S. 33-48 
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    Keywords: 90C33 ; Linear complementary problems ; iterative methods ; quadratic programming
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    Notes: Abstract We prove convergence of the whole sequence generated by any of a large class of iterative algorithms for the symmetric linear complementarity problem (LCP), under the only hypothesis that a quadratic form associated with the LCP is bounded below on the nonnegative orthant. This hypothesis holds when the matrix is strictly copositive, and also when the matrix is copositive plus and the LCP is feasible. The proof is based upon the linear convergence rate of the sequence of functional values of the quadratic form. As a by-product, we obtain a decomposition result for copositive plus matrices. Finally, we prove that the distance from the generated sequence to the solution set (and the sequence itself, if its limit is a locally unique solution) have a linear rate of R-convergence.
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    Mathematical programming 59 (1993), S. 413-420 
    ISSN: 1436-4646
    Keywords: Linear programming ; prize collecting ; rounding fractional solutions ; traveling salesman problem ; worst-case analysis
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    Notes: Abstract We study the version of the prize collecting traveling salesman problem, where the objective is to find a tour that visits a subset of vertices such that the length of the tour plus the sum of penalties associated with vertices not in the tour is as small as possible. We present an approximation algorithm with constant bound. The algorithm is based on Christofides' algorithm for the traveling salesman problem as well as a method to round fractional solutions of a linear programming relaxation to integers, feasible for the original problem.
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    Mathematical programming 60 (1993), S. 1-19 
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    Keywords: Convex programming ; linear programming ; multiplier method ; exponential penalty ; Augmented Lagrangian
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    Notes: Abstract In this paper, we analyze the exponential method of multipliers for convex constrained minimization problems, which operates like the usual Augmented Lagrangian method, except that it uses an exponential penalty function in place of the usual quadratic. We also analyze a dual counterpart, the entropy minimization algorithm, which operates like the proximal minimization algorithm, except that it uses a logarithmic/entropy “proximal” term in place of a quadratic. We strengthen substantially the available convergence results for these methods, and we derive the convergence rate of these methods when applied to linear programs.
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    Mathematical programming 60 (1993), S. 93-113 
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    Keywords: 26B25 ; 90C20 ; Quadratic functions ; quasiconvexity ; subdifferentiability ; cutting plane methods
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    Notes: Abstract In this paper we characterize those quadratic functions whose restrictions to a convex set are boundedly lower subdifferentiable and, for the case of closed hyperbolic convex sets, those which are lower subdifferentiable but not boundedly lower subdifferentiable. Once characterized, we will study the applicability of the cutting plane algorithm of Plastria to problems where the objective function is quadratic and boundedly lower subdifferentiable.
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    Mathematical programming 60 (1993), S. 21-52 
    ISSN: 1436-4646
    Keywords: Vehicle routing ; polyhedron ; facet ; branch and cut
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    Notes: Abstract The capacitated vehicle routing problem (CVRP) considered in this paper occurs when goods must be delivered from a central depot to clients with known demands, usingk vehicles of fixed capacity. Each client must be assigned to exactly one of the vehicles. The set of clients assigned to each vehicle must satisfy the capacity constraint. The goal is to minimize the total distance traveled. When the capacity of the vehicles is large enough, this problem reduces to the famous traveling salesman problem (TSP). A variant of the problem in which each client is visited by at least one vehicle, called the graphical vehicle routing problem (GVRP), is also considered in this paper and used as a relaxation of CVRP. Our approach for CVRP and GVRP is to extend the polyhedral results known for TSP. For example, the subtour elimination constraints can be generalized to facets of both CVRP and GVRP. Interesting classes of facets arise as a generalization of the comb inequalities, depending on whether the depot is in a handle, a tooth, both or neither. We report on the optimal solution of two problem instances by a cutting plane algorithm that only uses inequalities from the above classes.
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    Mathematical programming 60 (1993), S. 81-92 
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    Keywords: Projective algorithm ; analytic centers ; dual ellipsoids
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    Notes: Abstract The primal projective algorithm for linear programs with unknown optimal objective function value is extended to the case where one uses a weighted Karmarkar potential function. This potential is defined with respect to a strict lower bound to the optimum. The minimization of this potential when the lower bound is kept fixed, yields a primal and a dual feasible solution. The dual solution is the weighted analytic center of a certain dual polytope. Finally one exhibits a pair of homothetic dual ellipsoids that extends results obtained by Sonnevend, Todd, Ye, Freund and Anstreicher.
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    Mathematical programming 60 (1993), S. 145-166 
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    Keywords: Network design ; LP relaxations ; worst-case analysis ; heuristics
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    Notes: Abstract We consider the survivable network design problem — the problem of designing, at minimum cost, a network with edge-connectivity requirements. As special cases, this problem encompasses the Steiner tree problem, the traveling salesman problem and thek-edge-connected network design problem. We establish a property, referred to as the parsimonious property, of the linear programming (LP) relaxation of a classical formulation for the problem. The parsimonious property has numerous consequences. For example, we derive various structural properties of these LP relaxations, we present some algorithmic improvements and we perform tight worst-case analyses of two heuristics for the survivable network design problem.
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    Mathematical programming 60 (1993), S. 167-185 
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    Keywords: Conjugate directions ; linear constraints ; matrix factorizations ; nonlinear optimization ; updating ; variable metric algorithms
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    Notes: Abstract Many iterative algorithms for optimization calculations use a second derivative approximation,B say, in order to calculate the search directiond = −B −1∇f(x). In order to avoid invertingB we work with matricesZ, whose columns satisfy the conjugacy relationsZ T BZ = I. We present an update ofZ that is compatible with members of the Broyden family that generate positive definite second derivative approximations. The algorithm requires only 3n 2+O(n) flops for the update ofZ and the calculation ofd. The columns of the resultantZ matrices have interesting conjugacy and orthogonality properties with respect to previous second derivative approximations and function gradients, respectively. The update also provides a simple proof of Dixon's theorem. For the BFGS method we adapt the algorithm in order to obtain a null space method for linearly constrained calculations.
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    Mathematical programming 61 (1993), S. 357-375 
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    Keywords: Multiobjective linear programming ; efficient set ; degeneracy ; simplex algorithm
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    Notes: Abstract An algorithm for finding the whole efficient set of a multiobjective linear program is proposed. From the set of efficient edges incident to a vertex, a characterization of maximal efficient faces containing the vertex is given. By means of the lexicographic selection rule of Dantzig, Orden and Wolfe, a connectedness property of the set of dual optimal bases associated to a degenerate vertex is proved. An application of this to the problem of enumerating all the efficient edges incident to a degenerate vertex is proposed. Our method is illustrated with numerical examples and comparisons with Armand—Malivert's algorithm show that this new algorithm uses less computer time.
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    Mathematical programming 62 (1993), S. 1-14 
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    Keywords: Greedy algorithm ; Monge arrays ; series parallel graphs ; linear programming ; network flow ; transportation problem ; integrality ; convexity
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    Notes: Abstract We study the concept of series and parallel composition of linear programming problems and show that greedy properties are inherited by such compositions. Our results are inspired by earlier work on compositions of flow problems. We make use of certain Monge properties as well as convexity properties which support the greedy method in other contexts.
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    Mathematical programming 62 (1993), S. 133-151 
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    Keywords: Clustering ; decomposition ; column generation ; subproblem optimization ; valid inequality ; compiler design
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    Notes: Abstract We describe a decomposition framework and a column generation scheme for solving a min-cut clustering problem. The subproblem to generate additional columns is itself an NP-hard mixed integer programming problem. We discuss strong valid inequalities for the subproblem and describe some efficient solution strategies. Computational results on compiler construction problems are reported.
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    Mathematical programming 61 (1993), S. 351-356 
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    Keywords: Classes of matrices ; linear complementarity problem
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    Notes: Abstract We consider the linear complementarity problem (LCP),w=Az + q, w⩾0,z⩾0,w T z=0, when all the off-diagonal entries ofA are nonpositive (the class of Z-matrices), all the proper principal minors ofA are positive and the determinant ofA is negative (the class of almost P-matrices). We shall call this the class of F-matrices. We show that ifA is a Z-matrix, thenA is an F-matrix if and only if LCP(q, A) has exactly two solutions for anyq⩾0,q≠0, and has at most two solutions for any otherq.
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    Mathematical programming 61 (1993), S. 377-384 
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    Keywords: Perturbed convex programs ; interval analysis ; sensitivity analysis ; nonlinear programming
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    Notes: Abstract Several authors have used interval arithmetic to deal with parametric or sensitivity analysis in mathematical programming problems. Several reported computational experiments have shown how interval arithmetic can provide such results. However, there has not been a characterization of the resulting solution interval in terms of the usual sensitivity analysis results. This paper presents a characterization of perturbed convex programs and the resulting solution intervals. Interval arithmetic was developed as a mechanism for dealing with the inherent error associated with numerical computations using a computational device. Here it is used to describe error in the parameters. We show that, for convex programs, the resulting solution intervals can be characterized in terms of the usual sensitivity analysis results. It has been often reported in the literature that even well behaved convex problems can exhibit pathological behavior in the presence of data perturbations. This paper uses interval arithmetic to deal with such problems, and to characterize the behavior of the perturbed problem in the resulting interval. These results form the foundation for future computational studies using interval arithmetic to do nonlinear parametric analysis.
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    Mathematical programming 61 (1993), S. 385-397 
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    Keywords: 90C25 ; 90C29 ; Constraint qualification ; convex program ; optimality condition ; multi-objective program
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    Notes: Abstract We introduce and characterize a class of differentiable convex functions for which the Karush—Kuhn—Tucker condition is necessary for optimality. If some constraints do not belong to this class, then the characterization of optimality generally assumes an asymptotic form. We also show that for the functions that belong to this class in multi-objective optimization, Pareto solutions coincide with strong Pareto solutions,. This extends a result, well known for the linear case.
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    Notes: Abstract The problem of integer programming in bounded variables, over constraints with no more than two variables in each constraint is NP-complete, even when all variables are binary. This paper deals with integer linear minimization problems inn variables subject tom linear constraints with at most two variables per inequality, and with all variables bounded between 0 andU. For such systems, a 2-approximation algorithm is presented that runs in time O(mnU 2 log(Un 2 m)), so it is polynomial in the input size if the upper boundU is polynomially bounded. The algorithm works by finding first a super-optimal feasible solution that consists of integer multiples of 1/2. That solution gives a tight bound on the value of the minimum. It furthermore has an identifiable subset of integer components that retain their value in an integer optimal solution of the problem. These properties are a generalization of the properties of the vertex cover problem. The algorithm described is, in particular, a 2-approximation algorithm for the problem of minimizing the total weight of true variables, among all truth assignments to the 2-satisfiability problem.
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    Mathematical programming 62 (1993), S. 85-93 
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    Keywords: Bigℳ ; affine scaling algorithm ; linear program ; interior point algorithm ; infeasibility ; global convergence
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    Notes: Abstract When we apply the affine scaling algorithm to a linear program, we usually construct an artificial linear program having an interior feasible solution from which the algorithm starts. The artificial linear program involves a positive number called the bigℳ. Theoretically, there exists anℳ * such that the original problem to be solved is equivalent to the artificial linear program ifℳ 〉ℳ *. Practically, however, such anℳ * is unknown and a safe estimate ofℳ is often too large. This paper proposes a method of updatingℳ to a suitable value during the iteration of the affine scaling algorithm. Asℳ becomes large, the method gives information on infeasibility of the original problem or its dual.
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    Mathematical programming 62 (1993), S. 199-213 
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    Keywords: Transportation problem ; assignment problem ; supply ; demand ; staircase ; capacity ; lattice ; sublattice ; superadditive ; subadditive ; greatest element ; myopic ; greedy ; integral ; linear time ; complexity ; bivariate distribution ; correlation ; distribution ; substitution ; inventory ; age ; FIFO ; LIFO
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    Notes: Abstract A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.
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    Mathematical programming 62 (1993), S. 321-357 
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    Keywords: Nonsmooth optimization ; convex composite optimization ; generalized gradient ; maximum eigenvalue ; sum of eigenvalues
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    Notes: Abstract The sum of the largest eigenvalues of a symmetric matrix is a nonsmooth convex function of the matrix elements. Max characterizations for this sum are established, giving a concise characterization of the subdifferential in terms of a dual matrix. This leads to a very useful characterization of the generalized gradient of the following convex composite function: the sum of the largest eigenvalues of a smooth symmetric matrix-valued function of a set of real parameters. The dual matrix provides the information required to either verify first-order optimality conditions at a point or to generate a descent direction for the eigenvalue sum from that point, splitting a multiple eigenvalue if necessary. Connections with the classical literature on sums of eigenvalues and eigenvalue perturbation theory are discussed. Sums of the largest eigenvalues in the absolute value sense are also addressed.
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    Mathematical programming 62 (1993), S. 415-425 
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    Keywords: 90C20 ; 90C30 ; 90C31 ; 90C33 ; Normal maps ; nonsingularity ; sensitivity analysis ; nonlinear programming ; quadratic programming ; complementarity
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    Notes: Abstract Normal maps are single-valued, generally nonsmooth functions expressing conditions for the solution of variational problems such as those of optimization or equilibrium. Normal maps arising from linear transformations are particularly important, both in their own right and as predictors of the behavior of related nonlinear normal maps. They are called (locally or globally)nonsingular if the functions appearing in them are (local or global) homeomorphisms satisfying a Lipschitz condition. We show here that when the linear transformation giving rise to such a normal map has a certain symmetry property, the necessary and sufficient condition for nonsingularity takes a particularly simple and convenient form, being simply a positive definiteness condition on a certain subspace.
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    Mathematical programming 62 (1993), S. 475-496 
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    Keywords: Center location ; tree networks ; least element property
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    Notes: Abstract In the classicalp-center location model on a network there is a set of customers, and the primary objective is to selectp service centers that will minimize the maximum distance of a customer to a closest center. Suppose that thep centers receive their supplies from an existing central depot on the network, e.g. a warehouse. Thus, a secondary objective is to locate the centers that optimize the primary objective “as close as possible” to the central depot. We consider tree networks and twop-center models. We show that the set of optimal solutions to the primary objective has a semilattice structure with respect to some natural ordering. Using this property we prove that there is ap-center solution to the primary objective that simultaneously minimizes every secondary objective function which is monotone nondecreasing in the distances of thep centers from the existing central depot. Restricting the location models to a rooted path network (real line) we prove that the above results hold for the respective classicalp-median problems as well.
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    Mathematical programming 62 (1993), S. 553-556 
    ISSN: 1436-4646
    Keywords: Pivoting ; normalize ; basic matrix
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Given a matrix in basic form a sequence of pivots is described which brings the matrix into a basic form where the maximum absolute component is unity.
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  • 93
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    Mathematical programming 62 (1993), S. 575-580 
    ISSN: 1436-4646
    Keywords: Non-convex non-linear programming ; global optimization ; second-order optimality conditions ; copositive matrices ; quadratic programming ; convex maximization problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this note we specify a necessary and sufficient condition for global optimality in concave quadratic minimization problems. Using this condition, it follows that, from the perspective of worst-case complexity of concave quadratic problems, the difference between local and global optimality conditions is not as large as in general. As an essential ingredient, we here use theε-subdifferential calculus via an approach of Hiriart-Urruty and Lemarechal (1990).
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  • 94
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    Mathematical programming 58 (1993), S. 287-294 
    ISSN: 1436-4646
    Keywords: Equitable distribution ; maximal flow algorithms ; knapsack problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a new approach to the formulation of models for solving problems of equitable distribution. Equity is achieved by the use of “proportional equity constraints” which require that each recipient must receive ashare of the total distribution which falls within a prespecified range. The algorithmic implications of this new approach are illustrated using two mathematical models. We consider the problem of maximizing total flow in a multiterminal network with proportional equity constraints. An efficient algorithm for solving this problem is provided. As a further application, we show that the introduction of such constraints still permits easy solutions for the linear knapsack problem.
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  • 95
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    Mathematical programming 58 (1993), S. 415-428 
    ISSN: 1436-4646
    Keywords: D.c. sets ; d.c. functions ; nonlinear equations—inequations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Ad.c. set is a set which is the difference of two convex sets. We show that any set can be viewed as the image of a d.c. set under an appropriate linear mapping. Using this universality we can convert any problem of finding an element of a given compact set in ℝ n into one of finding an element of a d.c. set. On the basis of this approach a method is developed for solving a system of nonlinear equations—inequations. Unlike Newton-type methods, our method does not require either convexity, differentiability assumptions or an initial approximate solution.
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  • 96
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    Mathematical programming 59 (1993), S. 279-305 
    ISSN: 1436-4646
    Keywords: Bilinear program ; linearization ; cutting planes ; Lagrangian relaxation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper addresses a class of problems called mixed-integer bilinear programming problems. These problems are identical to the well known bilinear programming problems with the exception that one set of variables is restricted to be binary valued, and they arise in various production, location—allocation, and distribution application contexts. We first identify some special cases of this problem which are relatively more readily solvable, even though their continuous relaxations are still nonconvex. For the more general case, we employ a linearization technique and design a composite Lagrangian relaxation-implicit enumeration-cutting plane algorithm. Extensive computational experience is provided to test the efficacy of various algorithmic strategies and the effects of problem data on the computational effort of the proposed algorithm.
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  • 97
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    Mathematical programming 59 (1993), S. 405-412 
    ISSN: 1436-4646
    Keywords: Variational inequalities ; numerical methods ; quadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We give some convergence results for the generalized Newton method for the computation of zeros of nondifferentiable functions which we proposed in an earlier work. Our results show that the generalized method can converge quadratically when used to compute the zeros of the sum of a differentiable function and the (multivalued) subgradient of a lower semicontinuous proper convex function. The method is therefore effective for variational inequalities and can be used to find the minimum of a function which is the sum of a twice-differentiable convex function and a lower semicontinuous proper convex function. A numerical example is given.
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  • 98
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    Mathematical programming 59 (1993), S. 361-375 
    ISSN: 1436-4646
    Keywords: Interior point algorithm ; big ℳ ; linear program ; convex program ; complementarity problem ; potential reduction algorithm ; self-dual linear program
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract When we apply interior point algorithms to various problems including linear programs, convex quadratic programs, convex programs and complementarity problems, we often embed an original problem to be solved in an artificial problem having a known interior feasible solution from which we start the algorithm. The artificial problem involves a constantℳ (or constants) which we need to choose large enough to ensure the equivalence between the artificial problem and the original problem. Theoretically, we can always assign a positive number of the order O(2 L ) toℳ in linear cases, whereL denotes the input size of the problem. Practically, however, such a large number is impossible to implement on computers. If we choose too largeℳ, we may have numerical instability and/or computational inefficiency, while the artificial problem withℳ not large enough will never lead to any solution of the original problem. To solve this difficulty, this paper presents “a little theorem of the bigℳ”, which will enable us to find whetherℳ is not large enough, and to updateℳ during the iterations of the algorithm even if we start with a smallerℳ. Applications of the theorem are given to a polynomial-time potential reduction algorithm for positive semi-definite linear complementarity problems, and to an artificial self-dual linear program which has a close relation with the primal—dual interior point algorithm using Lustig's limiting feasible direction vector.
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  • 99
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    Mathematical programming 62 (1993), S. 517-535 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; Projective algorithm ; Standard form
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In a recent paper, Shaw and Goldfarb show that a version of the standard form projective algorithm can achieve $$O\left( {\sqrt {nL} } \right)$$ step complexity, as opposed to the O(nL) step complexity originally demonstrated for the algorithm. The analysis of Shaw and Goldfarb shows that the algorithm, using a constant, fixed steplength, approximately follows the central trajectory. In this paper we show that simple modifications of the projective algorithm obtain the same complexity improvement, while permitting a linesearch of the potential function on each step. An essential component is the addition of a single constraint, motivated by Shaw and Goldfarb's analysis, which makes the standard form algorithm strictly monotone in the true objective.
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  • 100
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    Mathematical programming 62 (1993), S. 537-551 
    ISSN: 1436-4646
    Keywords: Linear complementarity problem ; quadratic programming ; superlinear convergence ; quadratic convergence ; polynomial-time algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently several new results have been developed for the asymptotic (local) convergence of polynomial-time interior-point algorithms. It has been shown that the predictor—corrector algorithm for linear programming (LP) exhibits asymptotic quadratic convergence of the primal—dual gap to zero, without any assumptions concerning nondegeneracy, or the convergence of the iteration sequence. In this paper we prove a similar result for the monotone linear complementarity problem (LCP), assuming only that a strictly complementary solution exists. We also show by example that the existence of a strictly complementarity solution appears to be necessary to achieve superlinear convergence for the algorithm.
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