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<chapter id="methods" xreflabel="Methods">
<!-- Copyright (C) 2019 - 2020 by Pedro Mendes, Rector and Visitors of the -->
<!-- University of Virginia, University of Heidelberg, and University -->
<!-- of Connecticut School of Medicine. -->
<!-- All rights reserved. -->
<!-- Copyright (C) 2017 - 2018 by Pedro Mendes, Virginia Tech Intellectual -->
<!-- Properties, Inc., University of Heidelberg, and University of -->
<!-- of Connecticut School of Medicine. -->
<!-- All rights reserved. -->
<!-- Copyright (C) 2010 - 2016 by Pedro Mendes, Virginia Tech Intellectual -->
<!-- Properties, Inc., University of Heidelberg, and The University -->
<!-- of Manchester. -->
<!-- All rights reserved. -->
<!-- Copyright (C) 2008 - 2009 by Pedro Mendes, Virginia Tech Intellectual -->
<!-- Properties, Inc., EML Research, gGmbH, University of Heidelberg, -->
<!-- and The University of Manchester. -->
<!-- All rights reserved. -->
<!-- Copyright (C) 2004 - 2007 by Pedro Mendes, Virginia Tech Intellectual -->
<!-- Properties, Inc. and EML Research, gGmbH. -->
<!-- All rights reserved. -->
<title>Methods</title>
<sect1 id="methodTimeCourse" xreflabel="Time Course">
<title>Time Course Calculation</title>
<para>
With the time course simulation, you can calculate the trajectory for
the species in your model over a given time interval. There are
different methods to calculate such trajectories and depending on your
model, one or several of them may be appropriate to do a time course
simulation of your model.
</para>
<para>
COPASI supports three different methodologies to calculate a
trajectory. The first method is to do a deterministic time course
simulation of your model using the LSODA
<citation>Petzold83</citation> algorithm. For systems with
small particle numbers, it is sometimes better to do a stochastic
simulation rather than a deterministic one. COPASI supports a method
for the stochastic calculation of time series, which is called
<guilabel>stochastic</guilabel> and uses the next reaction method
described by Gibson and Bruck.
<!--
The other method for stochastic simulation is the
Tau-Leap method described in ???.
-->
</para>
<para>Since the deterministic simulation is inappropriate for some
systems but on the other hand, the stochastic simulation is too time
consuming, there are some methods that try to combine the advantages
of both deterministic and stochastic simulation. Most of those methods
are termed hybrid methods. COPASI also includes such a hybrid method
which in some systems where deterministic simulation would lead to
incorrect results will give the correct time series but is still
computationally less demanding than a pure stochastic simulation.
</para>
<sect2 id="DeterministicSimulation" xreflabel="DeterministicSimulation">
<title>Deterministic Simulation</title>
<sect3 id="LSODA" xreflabel="LSODA">
<title>Deterministic (LSODA)</title>
<para>
The default method in COPASI to calculate a time course is
LSODA <citation>Petzold83</citation>. LSODA is part of the <ulink
url="http://www.netlib.org/odepack/opkd-sum">
ODEPACK</ulink> library <citation>Hindmarsh83</citation>.
LSODA was written by Linda R. Petzold and Alan C. Hindmarsh.
<!--
Computing and Mathematics Research Division,
Lawrence Livermore National Laboratory,
Livermore, CA 94550, U.S.A.
-->
It solves systems <inlineequation><mml:math><mml:mi>dy</mml:mi><mml:mo>/</mml:mo>
<mml:mi>dt</mml:mi><mml:mo> = </mml:mo><mml:mi>f </mml:mi></mml:math></inlineequation>
with a dense or banded Jacobian when the problem is stiff, but it
automatically selects between non-stiff (Adams) and stiff (BDF)
methods. It uses the non-stiff method initially, and dynamically
monitors data in order to decide which method to use.
</para>
<variablelist><title>Options for LSODA</title>
<varlistentry><term>Integrate Reduced Model</term>
<listitem>
<para>
This parameter is a boolean value to determine whether the integration
shall be performed using the mass conservation laws, i.e., reducing
the number of system variables or to use the complete model. A value of
'1' (the default) instructs COPASI to make use of the mass
conservation laws, whereas a value of '0' instructs COPASI to
determine all variables through ODEs.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Relative Tolerance</term>
<listitem>
<para>
This parameter is a numeric value specifying the desired relative
tolerance the user wants to achieve. A smaller value means that the
trajectory is calculated more accurate. The default value is
<inlineequation><mml:math><mml:mn>1.0</mml:mn><mml:mo>*</mml:mo>
<mml:msup><mml:mn>10</mml:mn><mml:mn>-6</mml:mn></mml:msup></mml:math></inlineequation>.
Please note that best achievable relative tolerance is approximately
<inlineequation><mml:math><mml:mn>2.22</mml:mn><mml:mo>*</mml:mo>
<mml:msup><mml:mn>10</mml:mn><mml:mn>-16</mml:mn></mml:msup></mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Absolute Tolerance</term>
<listitem>
<para>
This parameter is a positive numeric value specifying the desired
absolute tolerance the user wants to achieve. Please note that for
species the absolute tolerance is applied to the concentration
value. The default value is
<inlineequation><mml:math><mml:mn>1.0</mml:mn><mml:mo>*</mml:mo>
<mml:msup><mml:mn>10</mml:mn><mml:mn>-12</mml:mn></mml:msup></mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Adams Max Order</term>
<listitem>
<para>
This parameter is a positive integer value specifying the maximal
order the non-stiff Adams integration method shall attempt before
switching to the stiff BDF method. The default and maximal order is '12'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>BDF Max Order</term>
<listitem>
<para>
This parameter is a positive integer value specifying the maximal
order the stiff BDF integration method shall attempt before switching
to smaller internal step sizes. The default and maximal order is '5'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Max Internal Steps</term>
<listitem>
<para>
This parameter is a positive integer value specifying the maximal
number of internal steps the integrator is allowed to take before the
next desired reporting time. The default value is '10000'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect3>
</sect2>
<sect2 id="StochasticSimulation" xreflabel="Stochastic Simulation">
<title>Stochastic Simulation</title>
<sect3 id="NextReactionMethod" xreflabel="Next Reaction Method">
<title>The Next-Reaction-Method</title>
<para>
This stochastic simulation method utilizes the algorithm developed by Gibson and Bruck (see <citation>Gibson00</citation> for details). For each reaction a putative stochastic reaction time is calculated and the reaction with the shortest reaction time will be realized. The set of reactions is organized in a priority queue to allow for the efficient search for the fastest reaction. In addition, by using a so-called dependency graph only those reaction times are recalculated in each step, that are dependent on the reaction, which has been realized. This simulation method requires all the reactions to be irreversible. However, COPASI provides a tool, that converts all reversible reactions into irreversible ones. Because the algorithm internally works on discrete particle numbers rather than concentrations, the particle numbers in the system must not exceed a value of approximately <inlineequation><mml:math><mml:msup><mml:mn>2</mml:mn><mml:mn>64</mml:mn></mml:msup></mml:math></inlineequation>.
</para>
<caution><para>
The current implementation of the Next Reaction Method is very inefficient when the model contains assignment rules, which leads to extended calculation times.
</para></caution>
<para>
There is a restriction regarding global quantities: If a differential equation is provided for a global quantity (the quantity is of type "ode") the model cannot be simulated stochastically with the current version of COPASI. If the global quantity is of type "assignment" stochastic simulation is possible but not as efficient as for models without assignments. No restrictions apply for "fixed" global quantities.
</para>
<variablelist><title>Options for Stochastic (Gibson + Bruck)</title>
<varlistentry><term>Max Internal Steps</term>
<listitem>
<para>
This parameter is a positive integer value specifying the maximal
number of internal steps the integrator is allowed to take before the
next desired reporting time. The default value is '1000000'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Subtype</term>
<listitem>
<para>
This parameter is ignored in the current version of COPASI.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Use Random Seed</term>
<listitem>
<para>
This flag can be '0' or '1' and determines if the user-defined random seed should be used for the calculation. The default is '0' meaning that the random seed is set to a random value before each run and consecutively calculated trajectories will be different. If the value of this flag is set to '1', the user-defined random seed will be used and each calculated trajectory will be the same for the same value of the given random seed.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Seed</term>
<listitem>
<para>
This unsigned integer is used as random seed in the calculations, if the flag Use Random Seed is set to '1'. The default value is '1'.
</para>
</listitem>
</varlistentry>
</variablelist>
<!--
</sect3>
<sect3 id="TauLeap" xreflabel="Tau Leap">
<title>Stochastic (Tau-Leap)</title>
<para>
To be written.
</para>
<variablelist><title>Options for the Tau-Leap Method</title>
<varlistentry><term>TAU</term>
<listitem>
<para>
To be written
</para>
</listitem>
</varlistentry>
<varlistentry><term>UseRandomSeed</term>
<listitem>
<para>
To be written
</para>
</listitem>
</varlistentry>
<varlistentry><term>RandomSeed</term>
<listitem>
<para>
To be written
</para>
</listitem>
</varlistentry>
</variablelist>
-->
</sect3>
</sect2>
<sect2 id="HybridSimulation" xreflabel="Hybrid Simulation">
<title>Hybrid Simulation</title>
<sect3 id="HybridRungeKutta" xreflabel="Hybrid Runge Kutta">
<title>Hybrid (Runge-Kutta)</title>
<para>
This hybrid simulation method developed by us combines a deterministic numerical integration of ODEs with a stochastic simulation algorithm. The whole biochemical network is partitioned into a deterministic and a stochastic subnet internally. The deterministic subnet contains all reactions, in which only species with high particle numbers take part. All reactions with at least one low-numbered species are in the stochastic subnet, because here stochastic effects are expected. Which particle numbers are considered low or high can be specified by the user with the Lower Limit and the Upper Limit parameters (Species with particle numbers between those limits do not change their status. This leads to a hysteresis-like behavior and avoids many unnecessary swaps, if the particle numbers fluctuate in the middle range). The partitioning of the biochemical network can change dynamically during the simulation. After a certain number of steps, which the user can define using the parameter Partitioning Interval, the partitioning is recalculated using the current particle numbers in the system. During one run the deterministic subnet and the stochastic subnet are simulated in parallel. A 4th-order Runge-Kutta method is used to numerically integrate the deterministic part of the system. For the stochastic part the simulation method by Gibson and Bruck (<citation>Gibson00</citation>) is utilized. The reaction probabilities of the stochastic subnet are approximated as constant during one stochastic step, even though in theory they can change due to the effects of the deterministic subnet.
</para>
<caution><para>
The current implementation of the Hybrid Runge Kutta Method is very inefficient when the model contains assignment rules, which leads to extended calculation times.
</para></caution>
<variablelist><title>Options for Hybrid (Runge-Kutta)</title>
<varlistentry><term>Max Internal Steps</term>
<listitem>
<para>
This parameter is a positive integer value specifying the maximal
number of internal steps the integrator is allowed to take before the
next desired reporting time. The default value is '1000000'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Lower Limit</term>
<listitem>
<para>
This parameter is a double value specifying the lower limit for particle numbers. Species with a particle number below this value are considered as having a low particle number. The lower limit cannot be higher than the upper limit. The default value is '800'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Upper Limit</term>
<listitem>
<para>
This parameter is a double value specifying the upper limit for particle numbers. Species with a particle number above this value are considered as having a high particle number. The upper limit cannot be lower than the lower limit. The default value is '1000'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Runge Kutta Stepsize</term>
<listitem>
<para>
This positive double value is the step size of the Runge-Kutta solver for the integration of the deterministic part of the system. The default value is '0.001'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Partitioning Interval</term>
<listitem>
<para>
This positive integer value specifies after how many steps the internal partitioning of the system should be recalculated. The default is '1', i.e. after every step the partitioning of the system is checked.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Use Random Seed</term>
<listitem>
<para>
This flag can be '0' or '1' and determines if the user-defined random seed should be used for the calculation. The default is '0' meaning that the random seed is set to a random value before each run and consecutively calculated trajectories will be different. If the value of this flag is set to '1', the user-defined random seed will be used and each calculated trajectory will be the same for the same value of the given random seed.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Seed</term>
<listitem>
<para>
This unsigned integer is used as random seed in the calculations, if the flag Use Random Seed is set to '1'. The default value is '1'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect3>
</sect2>
</sect1>
<sect1 id="methodSteadyState" xreflabel="Steady State">
<title>Steady State Calculation</title>
<para>
The steady state is the state in which the state variables of the
model, e.g. the species concentrations do not change in
time. Mathematically this is expressed
by setting the differential equations that describe the time evolution
of the metabolic system to zero. This forms a system of algebraic
non-linear equations. To solve them, COPASI can use a series of
strategies using more than one numerical method.
</para>
<para>
All calculations are done based on particle numbers and particle number rates rather than concentrations internally. The reduced model (see <xref linkend="deterministicModel" />) is used. The Jacobian (which is used in the Newton method and when eigenvalues of the Jacobian are requested) is calculated using finite differences. The eigenvalues of the Jacobian are calculated using CLAPACK.
</para>
<variablelist><title>Options for Steady State Analysis</title>
<varlistentry><term>Use Newton</term>
<listitem>
<para>
This parameter is a boolean value to determine whether to use the
damped Newton method on the non-linear algebraic equations
defining the steady-state. The initial concentrations set by the user
are taken as guesses for the solution. A value of '1' (the default)
indicates that COPASI shall use the damped Newton method.
</para>
<para>
The damped Newton method is a variant of the famous Newton method for
the solution of systems of non-linear equations. The solution is
obtained from an iterative procedure that refines an initial guess
until the residual error is smaller than required. If a limit number
of iterations is reached without an acceptable solution, the method
halts without a solution.
</para>
<para>
The iteration of the plain Newton method is:
<equation id="eq.NewtonMethod" ><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mi>&apos;</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
In the damped method if
<inlineequation><mml:math>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:math></inlineequation>
has a larger residual error than
<inlineequation><mml:math>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:math></inlineequation> one looks at
<equation id="eq.DampedNewtonMethod"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mi>&apos;</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfrac>
<mml:mo>*</mml:mo>
<mml:msup>
<mml:mn>2</mml:mn>
<mml:mrow>
<mml:mo>-</mml:mo>
<mml:mi>n</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mrow>
<mml:mtext>&ThinSpace; where &ThinSpace;</mml:mtext>
<mml:mi>n</mml:mi>
<mml:mo>=</mml:mo>
<mml:mn>0,</mml:mn>
<mml:mn>...</mml:mn>
<mml:mi>, </mml:mi>
<mml:mn>32</mml:mn>
</mml:math></equation>
and accepts the first such value that has a smaller residual
error than
<inlineequation><mml:math>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:math></inlineequation>. If none is found, the procedure halts without a
solution (because it is at a local minimum).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Use Integration</term>
<listitem>
<para>
This parameter is a boolean value to determine whether to use the ODE
solver (<xref linkend="LSODA"/>) to follow the time course
defined by the differential equations until a steady state is
reached. If at
<inlineequation><mml:math>
<mml:msup><mml:mn>10</mml:mn><mml:mn>10</mml:mn></mml:msup></mml:math></inlineequation>
units of time no steady state has been reached the method halts with
no solution. If Use Newton is '1' an attempt to find the steady-state
via the damped Newton method is made at each intermediate time point.
A value of '1' (the default) indicates that COPASI shall use
integration.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Use Back Integration</term>
<listitem>
<para>
This parameter is a boolean value to determine whether to use the ODE
solver (<xref linkend="LSODA"/>) to reverse the time course
(going backwards in time) defined by the differential equations until
a steady state is reached. If at
<inlineequation><mml:math><mml:mn>-1</mml:mn><mml:mo>*</mml:mo>
<mml:msup><mml:mn>10</mml:mn><mml:mn>10</mml:mn></mml:msup></mml:math></inlineequation>
units of time no steady state has been reached the method halts with
no solution. If Use Newton is '1' an attempt to find the steady-state
via the damped Newton method is made at each intermediate time point.
A value of '1' (the default) indicates that COPASI shall use
back integration.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Accept Negative Concentrations</term>
<listitem>
<para>
This parameter is a boolean value to determine whether to accept a
steady-state, which contains negative concentrations. A value of '1'
indicates that negative concentrations are acceptable whereas a value
of '0' (the default) indicates that such states are discarded.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is a positive integer to determine the maximum number of
iterations the damped Newton method shall perform before it fails. The
default is '50'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Derivation Factor</term>
<listitem>
<para>
This is a numeric value to determine the step size used to calculate
<inlineequation><mml:math>
<mml:mi>f</mml:mi>
<mml:mi>&apos;</mml:mi>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:msub>
<mml:mi>x</mml:mi>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mo>-</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:math></inlineequation>. The default is '0.001'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Resolution</term>
<listitem>
<para>
This is a positive numeric value to determine the resolution used to
decide whether the current state is acceptable as a steady-state. If
the absolute change of each state variable is smaller than the
resolutions the state is accepted. The default is <inlineequation><mml:math>
<mml:msup><mml:mn>10</mml:mn><mml:mn>-9</mml:mn></mml:msup></mml:math></inlineequation>.
Note that this value is interpreted as a concentration value, even though the calculation internally uses particle numbers. The reason for that is purely heuristic: In many cases the modeler will choose the units in a way that concentration values are neither extremely large nor extremely small numerically so that the default value for this parameter leads to useful results. However generally it is not save to just keep the default value without checking.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect1>
<sect1 id="methodMCA" xreflabel="Metabolic Control Analysis">
<title>Metabolic Control Analysis</title>
<para>
Metabolic control analysis (MCA) is a sensitivity analysis of
metabolic systems. In MCA one studies the relative control exerted by
each step on the system's variables (e.g. fluxes and species
concentrations). This control is measured by applying a perturbation
to the step being studied and then measuring the effect on the
variable of interest after the system has settled to a new steady
state.
</para>
<sect2 id="ControlCoefficients" xreflabel="Control Coefficients">
<title>Control Coefficients</title>
<para>
A control coefficient is a relative measure of how much a perturbation
on a parameter affects a system variable (e.g. fluxes or
concentrations). It is defined <citation>Kacser73</citation>
<citation>Heinrich74</citation>
<citation>Burns85</citation> as:
<equation id="eq.ControlCoefficient"><mml:math display="block">
<mml:mrow>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>A</mml:mi>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mo>&part;</mml:mo>
<mml:mi>A</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&part;</mml:mo>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
<mml:mfrac>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>A</mml:mi>
</mml:mfrac>
</mml:mrow>
</mml:math></equation>
where A is the variable, i the step (enzyme) and v the steady-state
rate of the perturbed step. The most common control coefficients are
those for fluxes and species concentrations, but any variable of
the system can be analyzed with MCA and have control coefficients
defined by equations analogous to equation 1. In fact, there is no
need even for the system to be in a steady state. Gepasi only
calculates directly the steady-state concentration- and flux-control
coefficients, those for other variables can still be estimated by
simulating small perturbations.
</para>
</sect2>
<sect2 id="SummationTheorem" xreflabel="Summation Theorem">
<title>Summation Theorem</title>
<para>
A very important property of steady-state metabolic systems was
uncovered with the MCA formalism. This concerns the summation of all
the flux control coefficients of a pathway. By various procedures
<citation>Kacser73</citation>
<citation>Heinrich75</citation>
<citation>Giersch88</citation>
<citation>Reder88</citation> it
can be demonstrated that for a given reference flux the sum
of all flux-control coefficients (of all steps) is equal to unity:
<equation id="eq.SummationTheorem1"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>J</mml:mi>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
For a given reference species concentration the sum of all
concentration-control coefficients is zero:
<equation id="eq.SummationTheorem2"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>[M]</mml:mi>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
where the summations are over all the steps of the system.
</para>
<para>
According to the first summation theorem, increases in some of the
flux-control coefficients imply decreases in the others so that the
total remains unity. As a consequence of the summation theorems, one
concludes that the control coefficients are global properties and that
in metabolic systems, control is a systemic property, dependent on all
of the system's elements (steps).
</para>
</sect2>
<sect2 id="EnzymeKineticsAndTheElasticityCoefficients"
xreflabel="Enzyme Kinetics and the Elasticity Coefficients">
<title>Enzyme Kinetics and the Elasticity Coefficients</title>
<para>
In enzyme kinetics the behavior of isolated enzymes is studied
through the dependence of the initial rates of reaction with the
concentration of the substrate(s). Enzyme kinetic studies are centered
on derivation of rate equations and the determination of their kinetic
constants such as Michaelis constants or limiting-rates or even on the
elementary rate constants of a specific reaction mechanism.
</para>
<para>
In metabolic control analysis the properties of each (isolated) enzyme
are measured in a way very similar to the flux-control properties:
using a sensitivity, known as the elasticity coefficient
<citation>Kacser73</citation>
<citation>Heinrich74</citation>
<citation>Burns85</citation>.
In this
case, one has to consider the effect of perturbations of a reaction
parameter on the local reaction rate. By local one means that this
sensitivity refers to the isolated reaction which has the same
characteristics (effector and enzyme concentrations, temperature, and
so on) as in the whole system at the operating point (steady state) of
interest. The elasticity coefficients are defined as the ratio of
relative change in local rate to the relative change in one parameter
(normally the concentration of an effector). Infinitesimally, this is
written as:
<equation id="eq.ElasticityCoefficient"><mml:math display="block">
<mml:mrow>
<mml:mrow>
<mml:msubsup>
<mml:mo>&#x03B5;</mml:mo>
<mml:mi>p</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mo>&part;</mml:mo>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mrow>
<mml:mo>&part;</mml:mo>
<mml:mi>p</mml:mi>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
<mml:mfrac>
<mml:mi>p</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mfrac>
</mml:mrow>
</mml:math></equation>
where v is the rate of the enzyme in question and p is the parameter
of the perturbation. Each enzyme has as many elasticity coefficients
as the number of parameters that affect it. One can immediately
recognize the concentration of the reaction substrates, products and
modifiers as parameters of the reaction. Unlike control coefficients,
elasticity coefficients are not systemic properties but rather
measure how isolated enzymes are sensitive to changes in their
parameters. The elasticity coefficients can be obtained from the
kinetic functions by partial derivation. Again like the control
coefficients, the elasticity coefficients are not constants, they are
dependent on the value of the relevant parameter and so are different
for each steady-state.
</para>
</sect2>
<sect2 id="ConnectivityRelations" xreflabel="Connectivity Relations">
<title>Connectivity Relations</title>
<para>
A particularly useful and important feature of MCA is that it can
relate the kinetic properties of the individual reactions (local
properties) with (global) properties of the whole intact pathway. This
is done through the connectivity theorems
<citation>Kacser73</citation> that
relate the control coefficients and the elasticity coefficients of
steps with common intermediate species.
</para>
<para>
The connectivity theorem for flux-control coefficients
<citation>Kacser73</citation> states that, for a common species S,
the sum of the
products of the flux-control coefficient of all (i) steps affected by
S and its elasticity coefficients towards S, is zero:
<equation id="eq.SummationTheorem3"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>J</mml:mi>
</mml:msubsup>
<mml:msubsup>
<mml:mo>&#x03B5;</mml:mo>
<mml:mi>[S]</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
For the concentration-control coefficients, the following two
equations apply <citation>Westerhoff84</citation>:
<equation id="eq.ConcentrationControlCoefficient1"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>[A]</mml:mi>
</mml:msubsup>
<mml:msubsup>
<mml:mo>&#x03B5;</mml:mo>
<mml:mi>[S]</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mn>0</mml:mn>
<mml:mtext>, where&ensp;</mml:mtext>
<mml:mi>A</mml:mi>
<mml:mn>&ne;</mml:mn>
<mml:mi>S</mml:mi>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
<equation id="eq.ConcentrationControlCoefficient2"><mml:math display="block">
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mrow>
<mml:msubsup>
<mml:mi>C</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mi>[A]</mml:mi>
</mml:msubsup>
<mml:msubsup>
<mml:mo>&#x03B5;</mml:mo>
<mml:mi>[S]</mml:mi>
<mml:msub>
<mml:mo>&nu;</mml:mo>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msubsup>
<mml:mo>=</mml:mo>
<mml:mn>-1</mml:mn>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
The first equation applies to the case in which the reference species (A)
is different from the perturbed species (S). Whereas the second applies to
the case in which the reference species is the same as the
perturbed species.
</para>
<para>
The connectivity theorems allow MCA to describe how perturbations on
species of a pathway propagate through the chain of enzymes. The
local (kinetic) properties of each enzyme effectively propagate the
perturbation to and from its immediate neighbors.
</para>
</sect2>
<sect2 id="MCAScaling">
<title>Scaling</title>
<para>
COPASI calculates (non-normalized) elasticity coefficients by
numerical derivation with finite differences. To calculate control
coefficients from steady-state data, COPASI applies the method
described in <citation>Reder88</citation>. This method works with the
reduced system where some variables are eliminated using conservation
relations (see <xref linkend="deterministicModel" />). All
coefficients are obtained unscaled by this method and are scaled with
the appropriate steady state concentrations and fluxes (the same with
the elasticities). Both scaled and unscaled coefficients and
elasticities are displayed and available for output.
</para>
<variablelist><title>Options for MCA</title>
<varlistentry><term>Modulation Factor</term>
<listitem>
<para>
This parameter is ignored in the current version of COPASI.
</para>
</listitem>
</varlistentry>
</variablelist>
<para>The rest of the options is described in the sections for <xref linkend="methodSteadyState" /> and <xref linkend="methodTimeCourse" />.</para>
</sect2>
</sect1>
<sect1 id="optimizationMethod" xreflabel="Optimization Method">
<title>Optimization Methods</title>
<para>The optimization methods described in this chapter attempt to minimize a given
objective function. There are several ways to do this and COPASI
supports many different methods for the minimization of an objective
function.</para>
<sect2 id="EvolutionaryProgramming" xreflabel="Evolutionary Programming">
<title>Evolutionary Programming</title>
<para>
Evolutionary programming (EP)
<citation>Fogel92</citation><citation>Baeck93</citation><citation>Baeck97</citation>
is a computational technique that mimics evolution and is based on
reproduction and selection. An EP algorithm is composed of individuals
that reproduce and compete, each one is a potential solution to the
(optimization) problem and is represented by a "genome" where each
gene corresponds to one adjustable parameter. At each generation of
the EP, each individual reproduces asexually, i.e. divides into two
individuals. One of these contains exactly the same "genome" as the
parent while the other suffers some mutations (the parameter values of
each gene change slightly). At the end of the generation, the
algorithm has double the number of individuals. Then each of the
individuals is confronted with a number of others to count how many
does it outperform (the number of wins is the number of these
competitors that represent worse solutions than itself). All the
individuals are ranked by their number of wins, and the population is
again reduced to the original number of individuals by eliminating
those which have worse fitness (solutions).
</para>
<variablelist><title>Options for Evolutionary Programming</title>
<varlistentry><term>Number of Generations</term>
<listitem>
<para>
The parameter is a positive integer value to determine the number of
generations the algorithm shall evolve the population. The default is
'200'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Population Size</term>
<listitem>
<para>
The parameter is a positive integer value to determine the size of the
population, i.e., the number of individuals that survive after each
generation. The default is '20'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="EvolutionaryStrategySRES" xreflabel="Evolutionary Strategy (SRES)">
<title>Evolutionary Strategy (SRES)</title>
<para>
Evolutionary Strategies with Stochastic Ranking (SRES)
<citation>Runarsson00</citation> is similar to <xref
linkend="EvolutionaryProgramming"/>. However, a parent has multiple
offsprings during each generation. Each offspring will contain a
recombination of genes with another parent and additional
mutations. The algorithm assures that each parameter value will be
within its boundaries. But constraints to the solutions may be
violated. Whenever this happens the square of the size of the
violation is summed up, i.e., we calculate
<equation id="eq.EvolutionaryStrategySRES"><mml:math display="block">
<mml:mrow>
<mml:mo>&phi;</mml:mo>
<mml:mo>=</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&lt;</mml:mo>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mrow>
<mml:mo>+</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&gt;</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
where the constraints are given by
<inlineequation><mml:math>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&in;</mml:mo>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
<mml:mi>,</mml:mi>
<mml:mtext>&ThinSpace;</mml:mtext>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math></inlineequation>.
The value <inlineequation><mml:math><mml:mo>&phi;</mml:mo></mml:math></inlineequation> is used within
the selection, which is performed as described in <xref
linkend="GeneticAlgorithmSR"/>
</para>
<variablelist><title>Options for Evolutionary Strategy (SRES)</title>
<varlistentry><term>Number of Generations</term>
<listitem>
<para>
The parameter is a positive integer value to determine the number of
generations the algorithm shall evolve the population. The default is
'200.'
</para>
</listitem>
</varlistentry>
<varlistentry><term>Population Size</term>
<listitem>
<para>
The parameter is a positive integer value to determine the size of the
population, i.e., the number of individuals that survive after each
generation. The default is '20'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Pf</term>
<listitem>
<para>
This parameter is a numerical value in the interval (0, 1) determining
the chance that individuals either outside the parameter boundaries or
violating the constraints are compared during the selection. The
default is '4.75'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="GeneticAlgorithm" xreflabel="Genetic Algorithm">
<title>Genetic Algorithm</title>
<para>
The genetic algorithm (GA)
<citation>Baeck97</citation><citation>Baeck93</citation><citation>Michalewicz94</citation><citation>Mitchell95</citation>
is a computational technique that mimics
evolution and is based on reproduction and selection. A GA is composed
of individuals that reproduce and compete, each one is a potential
solution to the (optimization) problem and is represented by a
"genome" where each gene corresponds to one adjustable
parameter. At each generation of the GA, each individual is paired
with one other at random for reproduction. Two offspring are produced
by combining their genomes and allowing for "cross-over",
i.e., the two new individuals have genomes that are formed from a
combination of the genomes of their parents. Also each new gene might
have mutated, i.e. the parameter value might have changed slightly. At
the end of the generation, the algorithm has double the number of
individuals. Then each of the individuals is confronted with a number
of others to count how many does it outperform (the number of wins is
the number of these competitors that represent worse solutions than
itself). All the individuals are ranked by their number of wins, and
the population is again reduced to the original number of individuals
by eliminating those which have worse fitness (solutions).
</para>
<para>
Many features of a GA may be varied. The details of this particular
implementation of the GA for optimization of biochemical kinetics are:
<itemizedlist mark='bullet'>
<listitem>
<para>
Parameters are encoded in genes using floating-point representation,
rather than the more usual binary representation.
</para>
</listitem>
<listitem>
<para>
Mutation is carried out by adding to the gene a random number drawn
from a normal distribution with zero mean and a standard deviation of
10% of the parameter value. Whenever this makes the parameter (gene)
exceed one boundary, it is set to that boundary value.
</para>
</listitem>
<listitem>
<para>
Cross-over is always performed at gene boundaries so that no gene is
ever disrupted. The number of cross-over points is a random number
between zero and half the number of adjustable parameters (uniform
distribution).
</para>
</listitem>
<listitem>
<para>
Selection is done by a tournament where each individual competes with
a number of others equal to 20% the population size. The competitors
are chosen at random.
</para>
</listitem>
<listitem>
<para>
The initial population contains one individual whose genes are the
initial parameter values, the genes of all other individuals are
initialized to a random value between their boundaries. If the
boundaries span two orders of magnitude or more, the random
distribution is exponential, otherwise normal.
</para>
</listitem>
<listitem>
<para>
Whenever the fittest individual has not changed for the last 10
generations, the 10% less fit individuals are replaced by individuals
with random genes. When the fittest individual has not changed for 30
generations, the worse 30% are substituted by individuals with random
genes. When the fittest individual has not changed for 50 generations,
the worse 50% are substituted by individuals with random genes. This
procedure helps the algorithm escape local minima and is somewhat
equivalent to increasing the mutation rate when the population has
become uniform.
</para>
</listitem>
</itemizedlist>
</para>
<variablelist><title>Options for Genetic Algorithm</title>
<varlistentry><term>Number of Generations</term>
<listitem>
<para>
The parameter is a positive integer value to determine the number of
generations the algorithm shall evolve the population. The default is
'200'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Population Size</term>
<listitem>
<para>
The parameter is a positive integer value to determine the size of the
population, i.e., the number of individuals that survive after each
generation. The default is '20'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="GeneticAlgorithmSR" xreflabel="Genetic Algorithm SR">
<title>Genetic Algorithm SR</title>
<para>
The genetic algorithm with stochastic ranking is very similar to the
before described <xref linkend="GeneticAlgorithm" /> with tournament
selection. With two exception which are the mutations are not forced
to be within the boundaries and the selection is done through a bubble
sort with a random factor as described in
<citation>Runarsson00</citation>.
</para>
<itemizedlist mark='bullet'>
<listitem>
<para>
Parameters are encoded in genes using floating-point representation,
rather than the more usual binary representation.
</para>
</listitem>
<listitem>
<para>
Mutation is carried out by adding to the gene a random number drawn
from a normal distribution with zero mean and a standard deviation of
10% of the parameter value. Parameters may exceed boundaries. Whenever
this happens or a constraint to the solution is violated the square of
the size of the violation is summed up, i.e., we calculate
<equation id="eq.GeneticAlgorithmSR1"><mml:math display="block">
<mml:mrow>
<mml:mo>&phi;</mml:mo>
<mml:mo>=</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>&lt;</mml:mo>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
<mml:mo>+</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>&gt;</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mrow>
<mml:mo>+</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&lt;</mml:mo>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mrow>
<mml:mo>+</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mo>&sum;</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&gt;</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>-</mml:mo>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mn>2</mml:mn>
</mml:msup>
</mml:mrow>
</mml:mrow>
</mml:mrow>
</mml:math></equation>
where the parameters are given by
<inlineequation><mml:math>
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
<mml:mo>&in;</mml:mo>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
<mml:mi>,</mml:mi>
<mml:mtext>&ThinSpace;</mml:mtext>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math></inlineequation>
and the constraints by
<inlineequation><mml:math>
<mml:mrow>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>j</mml:mi>
</mml:msub>
<mml:mo>&in;</mml:mo>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mi>l</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
<mml:mi>,</mml:mi>
<mml:mtext>&ThinSpace;</mml:mtext>
<mml:msub>
<mml:mi>u</mml:mi>
<mml:msub>
<mml:mi>c</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:msub>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math></inlineequation>.
The value <inlineequation><mml:math><mml:mo>&phi;</mml:mo></mml:math></inlineequation> is used within
the selection.
</para>
</listitem>
<listitem>
<para>
Cross-over is always performed at gene boundaries so that no gene is
ever disrupted. The number of cross-over points is a random number
between zero and half the number of adjustable parameters (uniform
distribution).
</para>
</listitem>
<listitem>
<para>
Selection is done by the bubble sort described in
<citation>Runarsson00</citation>.
This sort incorporates a probability to compare
objective values for individuals with a
<inlineequation><mml:math>
<mml:mo>&phi;</mml:mo>
<mml:mo>&ne;</mml:mo>
<mml:mn>0</mml:mn>
</mml:math></inlineequation>. The pseudo code for the sort
is:
<programlisting>
// Here sweepNum is optimal number of sweeps from paper, i.e., TotalPopulation
for (i = 0; i &lt; sweepNum; i++)
{
wasSwapped = false;
for (j = 0; j &lt; TotalPopulation - 1; j++)
{
// within bounds or random chance
if ((phi(j) == 0 and phi(j + 1) == 0) or UniformRandom(0, 1) &lt; Pf)
{
// compare objective function values
if (Value(j) &gt; Value(j + 1))
{
swap(j, j + 1);
wasSwapped = true;
}
}
else // phi != 0
{
// individual j further outside then j + 1
if (phi(j) &gt; phi(j + 1))
{
swap(j, j + 1);
wasSwapped = true;
}
}
}
// if no swap then break
if (wasSwapped == false) break;
}
</programlisting>
</para>
</listitem>
<listitem>
<para>
The initial population contains one individual whose genes are the
initial parameter values, the genes of all other individuals are
initialized to a random value between their boundaries. If the
boundaries span two orders of magnitude or more, the random
distribution is exponential, otherwise normal.
</para>
</listitem>
<listitem>
<para>
Whenever the fittest individual has not changed for the last 10
generations, the 10% less fit individuals are replaced by individuals
with random genes. When the fittest individual has not changed for 30
generations, the worse 30% are substituted by individuals with random
genes. When the fittest individual has not changed for 50 generations,
the worse 50% are substituted by individuals with random genes. This
procedure helps the algorithm escape local minima and is somewhat
equivalent to increasing the mutation rate when the population has
become uniform.
</para>
</listitem>
</itemizedlist>
<variablelist><title>Options for Genetic Algorithm SR</title>
<varlistentry><term>Number of Generations</term>
<listitem>
<para>
The parameter is a positive integer value to determine the number of
generations the algorithm shall evolve the population. The default is
'200'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Population Size</term>
<listitem>
<para>
The parameter is a positive integer value to determine the size of the
population, i.e., the number of individuals that survive after each
generation. The default is '20'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Pf</term>
<listitem>
<para>
This parameter is a numerical value in the interval (0, 1) determining
the chance that individuals either outside the parameter boundaries or
violating the constraints are compared during the selection. The
default is '4.75'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="HookeJeeves" xreflabel="Hooke &amp; Jeeves">
<title>Hooke &amp; Jeeves</title>
<para>
The method of Hooke and Jeeves
<citation>Bell66</citation><citation>Hooke61</citation><citation>Kaupe63</citation><citation>Swann72</citation>
is a direct search algorithm that
searches for the minimum of a nonlinear function without requiring (or
attempting to calculate) derivatives of the function. Instead it is
based on a heuristic that suggests a descent direction using the
values of the function calculated in a number of previous iterations.
</para>
<variablelist><title>Options for Hooke &amp; Jeeves</title>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is positive integer determining the maximum number of
iterations the algorithm shall perform. The default is '50'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
This parameter is a positive value determining the tolerance with
which the solution shall be determined. If the improvement between two
steps is less than the tolerance the algorithm stops. The default is
'<inlineequation><mml:math>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-5</mml:mn>
</mml:msup>
</mml:math></inlineequation>'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Rho</term>
<listitem>
<para>
This parameter is a value in (0, 1) determining the factor with which
the steps size is reduced between iterations. The default is '0.2'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="LevenbergMarquardt" xreflabel="Levenberg - Marquardt">
<title>Levenberg - Marquardt</title>
<para>
Levenberg-Marquardt <citation>Levenberg44</citation><citation>Marquardt63</citation> is a gradient descent method. It is a hybrid
between the steepest descent and the Newton methods.
</para>
<para>
The Newton optimization method searches for the minimum of a nonlinear
function by following descent directions determined from the
function's first and second partial derivatives. The steepest descent
method searches for a minimum based only on the first derivatives of
the function. While the Newton method converges quadratically towards
the minimum in its vicinity, it may not converge at all if it is far
away from it. On the other hand the steepest descent method only
converges linearly but is guaranteed to converge.
</para>
<para>
Levenberg first suggested an improvement to the Newton method in order
to make it more robust, i.e. to overcome the problem of
non-convergence. His suggestion was to add a factor to the diagonal
elements of the Hessian matrix of second derivatives when not close to
the minimum (this can be judged by how positive definite the matrix
is). The effect when this factor is large compared to the elements of
Hessian is that the method then becomes the steepest descent
method. Later Marquardt suggested that the factor should be
multiplicative rather than additive and also defined a heuristic to
make this factor increase or decrease. The method known as
Levenberg-Marquardt is thus an adaptive method that effectively
changes between the steepest descent to the Newton method.
</para>
<para>
The original suggestions of Levenberg and Marquardt were effective
to enhance the Gauss-Newton method, a variant of the Newton method
specifically for minimizing least-squares functions. In this case the
advantage is also that the second derivatives do not need to be
calculated as they are estimated from the gradient of the
residuals. Subsequently Goldfeld et
al. <citation>Goldfeld66</citation> extended the method to the
case of general non-linear functions.
</para>
<variablelist><title>Options for Levenberg - Marquardt</title>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is positive integer determining the maximum number of
iterations the algorithm shall perform. The default is '200'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
This parameter is a positive value determining the tolerance with
which the solution shall be determined. If the improvement between two
steps is less than the tolerance the algorithm stops. The default is
'<inlineequation><mml:math>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-5</mml:mn>
</mml:msup>
</mml:math></inlineequation>'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="NelderMead" xreflabel="Nelder - Mead">
<title>Nelder - Mead</title>
<para>
This method also known as the simplex method is due to Nelder and Mead
<citation>Nelder65</citation>. A simplex is a polytope of
<inlineequation><mml:math>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>+</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math></inlineequation> vertices in
<inlineequation><mml:math>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math></inlineequation> dimensions. The objective function is
evaluated at each vertex. Dependent on these calculated values a new
simplex is constructed. The simplest step is to replace the worst
point with a point reflected through the centroid of the remaining
<inlineequation><mml:math>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math></inlineequation>
points. If this point is better than the best current point, then we
can try stretching exponentially out along this line. On the other
hand, if this new point isn't much better than the previous value then
we are stepping across a valley, so we shrink the simplex towards the
best point.
</para>
<variablelist><title>Options for Nelder - Mead</title>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is a positive integer to determine the maximum number of
iterations the method is to perform. The default value is '200'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
This parameter is a positive number and provides an alternative
termination criteria. If the variance of the values of the objective
function at the vertices of the current simplex is smaller than the
tolerance the algorithm stops. The default is '<inlineequation>
<mml:math>
<mml:mn>1.0</mml:mn>
<mml:mo>*</mml:mo>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-5</mml:mn>
</mml:msup>
</mml:math>
</inlineequation>'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Scale</term>
<listitem>
<para>
This parameter is a positive number and determines the size of the
initial simplex. The edges of the polytope are inverse proportional to
the scale, i.e., a larger value makes the initial simplex smaller.
The default is '10'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="ParticleSwarm" xreflabel="Particle Swarm">
<title>Particle Swarm</title>
<para>
The particle swarm optimization method suggested by Kennedy and
Eberhart <citation>Kennedy95</citation> is inspired by a flock of
birds or a school of fish searching for food. Each particle has a
position <inlineequation><mml:math>
<mml:msub>
<mml:mi>X</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:math></inlineequation>
and a velocity <inlineequation><mml:math>
<mml:msub>
<mml:mi>V</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:math></inlineequation>
in the parameter space. Additionally, it remembers its best achieved
objective value <inlineequation><mml:math>
<mml:mi>O</mml:mi>
</mml:math></inlineequation> and position <inlineequation><mml:math>
<mml:msub>
<mml:mi>M</mml:mi>
<mml:mi>i</mml:mi>
</mml:msub>
</mml:math></inlineequation>. Dependent on its own information and the
position of its best neighbor (a random subset of particles of the
swarm) a new velocity is calculated. With this information the
position is updated. The pseudo code for the algorithm for each
particle is:
</para>
<programlisting>
N = best neighbor's position
for i = 0 to number of parameters do
R1 = uniform random number in [0, 1]
R2 = uniform random number in [0, 1]
V[i]= w * V[i]
+ C * R1 * (M[i]- X[i])
+ C * R2 * (N[i]- X[i])
X[i] = X[i] + V[i]
enddo
current_O = evaluate objective function
if current_O &lt; O then do
O = current_O
M = X
enddo
</programlisting>
<variablelist><title>Options for Particle Swarm</title>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is a positive integer to determine the maximum number of
iterations the method is to perform. The default value is '2000'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Swarm Size</term>
<listitem>
<para>
This parameter is a positive integer specifying the number of
particles in the swarm. The default value is '50'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Std. Deviation</term>
<listitem>
<para>
This parameter is a positive number and provides an alternative
termination criteria. If the standard deviation of the
values of the objective function of each particle and the standard
deviation of the best positions is smaller than the provided value the
algorithm stops. The default value is '<inlineequation>
<mml:math>
<mml:mn>1.0</mml:mn>
<mml:mo>*</mml:mo>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-6</mml:mn>
</mml:msup>
</mml:math>
</inlineequation>'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="Praxis" xreflabel="Praxis">
<title>Praxis</title>
<para>
Praxis is a direct search method (for a review see <citation>Swann72</citation>) that searches for the minimum of a nonlinear function without requiring (or attempting to calculate) derivatives of that function. Praxis was developed by Brent <citation>Brent72</citation> after the method proposed by Powell <citation>Powel64</citation>. The inspiration for Praxis was the well-known method of minimising each adjustable parameter (direction) at a time - the principal axes method. In Praxis directions are chosen that do not coincide with the principal axes, in fact if the objective function is quadratic then these will be conjugate directions, assuring a fast convergence rate.
</para>
<para>
This implementation of the Praxis method was originally written in FORTRAN at the Stanford Linear Accelerator Center (dated 3/1/73). The original FORTRAN code is available from <ulink url="http://www.netlib.org/opt/praxis">http://www.netlib.org/opt/praxis</ulink>.
The original code was translated automatically by the F2C program from AT&amp;T Bell Labs (available at <ulink url="http://www.netlib.org/f2c/">http://www.netlib.org/f2c/</ulink>). The C code was then enhanced to suite COPASI's reentrant optimization method interface.
</para>
<variablelist><title>Options for Praxis</title>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
Convergence stopping criterion: the method stops when two consecutive estimates differ by less than Tolerance. This parameter is a positive integer to determine the number of parameter sets to be drawn before the algorithm stops. The default value is '<inlineequation>
<mml:math>
<mml:mn>1.0</mml:mn>
<mml:mo>*</mml:mo>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-5</mml:mn>
</mml:msup>
</mml:math>
</inlineequation>'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="RandomSearch" xreflabel="Random Search">
<title>Random Search</title>
<para>
Random search is an optimization method that attempts to find the
optimum by testing the objective function's value on a series of
combinations of random values of the adjustable parameters. The random
values are generated complying with any boundaries selected by the
user, furthermore, any combinations of parameter values that do not
fulfill constraints on the variables are excluded. This means that the
method is capable of handling bounds on the adjustable parameters and
fulfilling constraints.
</para>
<para>
For infinite number of iterations this method is guaranteed to find the
global optimum of the objective function. In general one is interested
in processing a very large number of iterations.
</para>
<variablelist><title>Options for Random Search</title>
<varlistentry><term>Number of Iterations</term>
<listitem>
<para>
This parameter is a positive integer to determine the number of
parameter sets to be drawn before the algorithm stops. The default
value is '100000'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="SimulatedAnnealing" xreflabel="Simulated Annealing">
<title>Simulated Annealing</title>
<para>
Simulated annealing is an optimization algorithm first proposed by
Kirkpatrick et al. <citation>Kirkpatrick83</citation> and was inspired
by statistical mechanics
and the way in which perfect crystals are formed. Perfect crystals are
formed by first melting the substance of interest, and then cooling it
very slowly. At large temperatures the particles vibrate with wide
amplitude and this allows a search for global optimum. As the
temperature decreases so do the vibrations until the system settles to
the global optimum (the perfect crystal).
</para>
<para>
The simulated annealing optimization algorithm uses a similar concept:
the objective function is considered a measure of the energy of the
system and this is maintained constant for a certain number of
iterations (a temperature cycle). In each iteration, the parameters
are changed to a nearby location in parameter space and the new
objective function value calculated; if it decreased, then the new
state is accepted, if it increased then the new state is accepted with
a probability that follows a Boltzmann distribution (higher
temperature means higher probability of accepting the new
state). After a fixed number of iterations, the stopping criterion is
checked; if it is not time to stop, then the system's temperature is
reduced and the algorithm continues.
</para>
<para>
Simulated annealing is a stochastic algorithm that is guaranteed to
converge if ran for an infinite number of iterations. It is one of the
most robust global optimization algorithms, although it is also one of
the slowest. (Be warned that simulated annealing can run for hours or
even days!).
</para>
<para>
This implementation of simulated annealing is based on the code of
Corana et al. <citation>Corana87</citation>. This implementation has
tuned some of the parameters of the original implementation as
follows:
<itemizedlist mark="bullet">
<listitem>
<para>
Each temperature cycle takes
<inlineequation><mml:math>
<mml:mrow>
<mml:mrow>
<mml:mn>10</mml:mn>
<mml:mo>*</mml:mo>
<mml:mi>max</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo>(</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mn>5</mml:mn>
<mml:mo>*</mml:mo>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mi>,</mml:mi>
<mml:mn>100</mml:mn>
</mml:mrow>
<mml:mo>)</mml:mo>
</mml:mrow>
<mml:mo>*</mml:mo>
<mml:mi>p</mml:mi>
</mml:mrow>
</mml:mrow>
</mml:math></inlineequation>
random steps, with
<inlineequation><mml:math><mml:mi>p</mml:mi></mml:math></inlineequation> being the number of
optimization parameters.
</para>
</listitem>
<listitem>
<para>
At each step, a new candidate solution is accepted if: a) it reduced
the objective function value, or b) with a probability equal to
<inlineequation><mml:math>
<mml:msup>
<mml:mo>e</mml:mo>
<mml:mrow>
<mml:mo>-</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mo>&Delta;</mml:mo>
<mml:mi>f</mml:mi>
</mml:mrow>
<mml:mi>T</mml:mi>
</mml:mfrac>
</mml:mrow>
</mml:msup>
</mml:math></inlineequation>,
where <inlineequation><mml:math><mml:mo>&Delta;</mml:mo><mml:mi>f</mml:mi>
</mml:math></inlineequation> is the increase in objective function value, and
<inlineequation><mml:math><mml:mi>T</mml:mi></mml:math></inlineequation> is the current temperature.
</para>
</listitem>
<listitem>
<para>
The stopping criterion is applied to the last two temperature cycles
(i.e. the change in objective function between this temperature and
the previous must have been smaller than the Tolerance in the last two
cycles).
</para>
</listitem>
</itemizedlist>
</para>
<variablelist><title>Options for Simulated Annealing</title>
<varlistentry><term>Start Temperature</term>
<listitem>
<para>
Initial temperature of the system. The higher the temperature, the
larger the probability that a global optimum is found. Note that the
temperature should be very high in the beginning of the method (the
system should be above the "melting" temperature). This value
has the same units as the objective function, so what represents
"high" is different from problem to problem. The default is '1'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Cooling Factor</term>
<listitem>
<para>
Rate by which the temperature is reduced from one cycle to the next,
given by the formula:
<inlineequation><mml:math>
<mml:msub>
<mml:mi>T</mml:mi>
<mml:mi>new</mml:mi>
</mml:msub>
<mml:mo>=</mml:mo>
<mml:msub>
<mml:mi>T</mml:mi>
<mml:mi>old</mml:mi>
</mml:msub>
<mml:mo>*</mml:mo>
<mml:mtext>"Cooling Factor"</mml:mtext>
</mml:math></inlineequation>.
The simulated annealing algorithm works best if the temperature is
reduced at a slow rate, so this value should be close to 1. (but
values closer to 1 will also cause the algorithm to run longer). The
default is '0.85'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
Convergence stopping criteria: the method stops when the change in
the objective function has been smaller than this value in the last
two temperature steps. The default is
'<inlineequation><mml:math>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-6</mml:mn>
</mml:msup>
</mml:math></inlineequation>'. (This is an absolute tolerance)
</para>
</listitem>
</varlistentry>
<varlistentry><term>Random Number Generator</term>
<listitem>
<para>
The parameter is an enumeration value to determine which random number
generator this method shall use. COPASI provides two random number
generators R250 <citation>Maier91</citation>
(selected through the value 0) and the
<ulink url="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">Mersenne
Twister </ulink><citation>Matsumoto98</citation>
(selected through the value 1 (default)).
</para>
</listitem>
</varlistentry>
<varlistentry><term>Seed</term>
<listitem>
<para>
The parameter is a positive integer value to determine the seed for the
random number generator. A value of zero instructs COPASI to select a
"random" value.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="SteepestDescent" xreflabel="Steepest Descent">
<title>Steepest Descent</title>
<para>
Steepest descent <citation>Fogel92</citation> is an optimization
method that follows the direction of steepest descent on the
hyper-surface of the objective function to find a local minimum. The
direction of steepest descent is defined by the negative of the
gradient of the objective function.
</para>
<variablelist><title>Options for Steepest Descent</title>
<varlistentry><term>Iteration Limit</term>
<listitem>
<para>
This parameter is positive integer determining the maximum number of
iterations the algorithm shall perform. The default is '100'.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Tolerance</term>
<listitem>
<para>
This parameter is a positive value determining the tolerance with
which the solution shall be determined. If the improvement between two
steps is less than the tolerance the algorithm stops. The default is
'<inlineequation><mml:math>
<mml:msup>
<mml:mn>10</mml:mn>
<mml:mn>-6</mml:mn>
</mml:msup>
</mml:math></inlineequation>'.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
<sect2 id="TruncatedNewton" xreflabel="Truncated Newton">
<title>Truncated Newton</title>
<para>
The Truncated Newton method is a sophisticated variant of the Newton optimisation method. The Newton optimisation method searches for the minimum of a nonlinear function by following descent directions determined from the function’s first and second partial derivatives. The Truncated Newton method does an incomplete (truncated) solution of a system of linear equations to calculate the Newton direction. This means that the actual direction chosen for the descent is between the steepest descent direction and the true Newton direction. A more complete description of the method can be found in <citation>Gill81</citation> and <citation>Nash84</citation>.
</para>
<para>
The particular implementation of the Truncated Newton method used here takes into account simple bounds on the optimisation parameters.
Like the Newton method itself, the Truncated Newton variant converges quadratically when in the vicinity of the minimum. On average this method is one of the best gradient descent methods.
</para>
<para>This implementation of the Truncated Newton method was originally written in FORTRAN by Stephen Nash (Operations Research and Applied Statistics Dept., George Mason University, Fairfax, VA 22030, USA). The original code is available from <ulink url="http://www.netlib.org/opt/tn">http://www.netlib.org/opt/tn</ulink>). The original code was translated automatically to C by the F2C program from AT&amp;T Bell Labs (available at <ulink url="http://www.netlib.org/f2c/">http://www.netlib.org/f2c/</ulink> ). The C code was then enhanced to suite COPASI's reentrant optimization method interface.
</para>
<variablelist><title>Options for Truncated Newton</title>
<varlistentry><term>None</term>
<listitem>
<para>
The algorithm is not tunable.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
</sect1>
<sect1 id="lyapunovExponentsMethod" xreflabel="Lyapunov exponents">
<title>Lyapunov Exponents Calculation</title>
<para>
COPASI allows the calculation of Lyapunov exponents of a trajectory as well as the average divergence of the system. The exponents are calculated for the reduced system (see <xref linkend="deterministicModel" />), so the maximum number of exponents that can be calculated is the number of independent variables. If less than this number of exponents is requested, the largest exponents are calculated.
COPASI uses the well known algorithm proposed by Wolf et al. (<citation>Wolf85</citation>). This algorithm integrates one reference trajectory and simultaneously <inlineequation><mml:math><mml:mi>N</mml:mi></mml:math></inlineequation> difference trajectories (if <inlineequation><mml:math><mml:mi>N</mml:mi></mml:math></inlineequation> is the number of exponents requested) in a system linearized around the reference trajectory. This integration is carried out for a short time interval (the "Orthonormalization interval", see below) and then the difference vectors are reorthonormalized. The exponents for this time interval are calculated from how much each of the difference trajectories converged or diverged from the reference trajectory during the interval. This calculation is repeated and the "local" exponents are averaged over the the whole trajectory.
</para>
<para>
The divergence is calculated (if requested) as the average of the trace of the Jacobian. Although it is not numerically necessary the divergence is also calculated for the same short intervals that are used for the Lyapunov exponents. This allows comparing the local values of the divergence with the local exponents.
</para>
<para>
If you are only interested in the end result of the Lyapunov exponents and the average divergence you can just use the default report that is provided by COPASI (or just look at the result in the GUI). If you want to have access to the "local" results for the single orthonormalization intervals however, you will have to define a plot or report manually. In this version of COPASI you will need to used the "expert" feature of the object selection dialog to access the exponents. They are located in the "Lyapunov Exponents" branch under the "Task List" entry. Output takes place after each reorthonormalization interval. The output can contain each of the ten largest exponents, both the local value from the last interval and the and the average value of all intervals calculated so far. Correspondingly the divergence can be output both as an average over the last interval or as an average over the whole trajectory.
</para>
<para>
The Jacobian that is used for both Lyapunov exponents and divergence calculation is calculated using finite differences. The integration of the reference and difference trajectories is done using LSODA <citation>Hindmarsh83</citation>.
</para>
<variablelist><title>Options for Lyapunov exponents calculation</title>
<varlistentry><term>Orthonormalization interval</term>
<listitem>
<para>
This is the time interval after which an orthonormalization of the difference trajectories takes place. This parameter is critical for the accuracy of the Lyapunov exponents. Smaller values generally lead to more accurate results, but take longer time (since the numerical integration needs to be restarted for many short calculations).
One way to judge the adequacy of this parameter is to compare the sum of exponents with the divergence of the system. Those two values should be the same (only if you request the calculation of all exponents), and since the calculation of the divergence is very robust, a mismatch would typically mean that the orthonormalization interval needs to be smaller.
Note that this parameter mostly affects the accuracy of the exponents with the largest absolute values. Since large positive exponents are unusual, this means that the largest negative exponents suffer from accuracy problems related to this parameter. If you don't need the exact values of the strongly negative exponents you can chose a larger value for this parameter and enjoy a much faster calculation. The default value is <inlineequation><mml:math><mml:mn>1.0</mml:mn></mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Overall time</term>
<listitem>
<para>
This parameter specifies the overall time of the calculation. The integration will be repeated in small steps given by the "Orthonormalization interval" parameter until the overall time is reached.
This value is also critical for the accuracy of the exponents. Since COPASI cannot guess how fast the exponents converge, no save default value can be given for this parameter. One indication would be that if the system does not run into a steady state one of the exponents should be zero. If this is not the case in the result, probably the overall time was to short to allow the exponents to converge to their average value. The default value is <inlineequation><mml:math><mml:mn>1000</mml:mn></mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
</variablelist>
<para>
The rest of the options apply for the LSODA numerical integrator that is used for the calculation. They are described in the section for <xref linkend="LSODA" />
</para>
</sect1>
<sect1 id="sensitivitiesMethod" xreflabel="Sensitivities">
<title>Sensitivities Calculation</title>
<para>
COPASI allows the calculation of generalized sensitivities of a model. This is done by numerical differentiation using finite differences. The user specifies a list of functions to be differentiated and one or two lists of variables. The differentiation is performed with respect to these variables. Since every function in the list is differentiated with respect to every variable in the list the result will generally be a two-dimensional matrix. If also a list of variables for second derivatives is given then all the first derivatives are again differentiated with respect to all the variables in the second list. The result will be a three-dimensional array of second derivatives.
</para>
<sect2 id="sensitivitiesUnscaled" xreflabel="Unscaled Sensitivities">
<title>The "unscaled" result matrix</title>
<para>
</para>
<variablelist><title>Options for sensitivities calculation</title>
<varlistentry><term>Delta factor</term>
<listitem>
<para>
This is used to determine the delta value for the finite difference numerical differentiation. The delta is calculated as the product of the delta factor and the current absolute value of the variable. If the resulting value is smaller than the "Delta minimum" parameter, it is discarded and the "Delta minimum" value is used instead. Default value is
<inlineequation><mml:math>
<mml:mn>1.0</mml:mn><mml:mo>*</mml:mo><mml:msup><mml:mn>10</mml:mn><mml:mn>-6</mml:mn></mml:msup>
</mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
<varlistentry><term>Delta minimum</term>
<listitem>
<para>
The minimal delta for numerical differentiation. Default value is
<inlineequation><mml:math>
<mml:mn>1.0</mml:mn><mml:mo>*</mml:mo><mml:msup><mml:mn>10</mml:mn><mml:mn>-12</mml:mn></mml:msup>
</mml:math></inlineequation>.
</para>
</listitem>
</varlistentry>
</variablelist>
</sect2>
</sect1>
</chapter>