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We present a two-phase strategy for optimizing a multidimensional, nonconvex function arising during genetic mapping of quantitative traits. Such traits are believed to be affected by multiple so called quantitative trait loci (QTL), and searching for d QTL results in a d-dimensional optimization problem with a large number of local optima. We combine the global algorithm DIRECT with a number of local optimization methods that accelerate the final convergence, and adapt the algorithms to problem-specific features. We also improve the evaluation of the QTL mapping objective function to enable exploitation of the smoothness properties of the optimization landscape. Our best two-phase method is demonstrated to be accurate in at least six dimensions and up to ten times faster than currently used QTL mapping algorithms.

 In this study, we propose several improvements of the Average Information Restricted Maximum Likelihood algorithms for estimating the variance components for genetic mapping of quantitative traits. The improved methods are applicable when two variance components are to be estimated. The improvements are related to the algebraic part of the methods and utilize the properties of the underlying matrix structures. In contrast to previously developed algorithms, the explicit computation of a matrix inverse is replaced by the solution of a linear system of equations with multiple right-hand sides, based on a particular matrix decomposition. The computational costs of the proposed algorithms are analyzed and compared.

Robust and efficient optimization methods for variance component estimation using Restricted Maximum Likelihood (REML) models for geneticmapping of quantitative traits are considered. We show that the standard Newton-AI scheme may fail when the optimum is located at one of the constraint boundaries, and we introduce different approaches to remedy this by taking the constraints into account. We approximate the Hessian of the objective function using the average information matrix and also by using an inverse BFGS formula. The robustness and efficiency is evaluated for problems derived from two experimental data from the same animal populations.

Development of variance component algorithms in genetics has previously mainly focused on animal breeding models or problems in human genetics with a simple data structure. We study alternative methods for constrained likelihood maximization in quantitative trait loci (QTL) analysis for large complex pedigrees. We apply a forward selection scheme to include several QTL and interaction effects, as well as polygenic effects, with up to five variance components in the model. We show that the implemented active set and primal-dual schemes result in accurate solutions and that they are robust. In terms of computational speed, a comparison of two approaches for approximating the Hessian of the log-likelihood shows that the method using an average information matrix is the method of choice for the five-dimensional problem. The active set method, with the average information method for Hessian computation, exhibits the fastest convergence with an average of 20 iterations per tested position, where the change in variance components <0.0001 was used as convergence criterion.

The paper is devoted to modeling optimal exercise strategies of thebehavior of investors and issuers working with convertible bonds.This implies solution of the problems of stock price modeling, payoffcomputation and minimax optimization.Stock prices (underlying asset) were modeled under the assumptionof the geometric Brownian motion of their values. The Monte Carlomethod was used for calculating the real payoff which is the objectivefunction. The minimax optimization problem was solved using thederivative-free Downhill Simplex method.The performed numerical experiments allowed to formulate recommendationsfor the choice of appropriate size of the initial simplex inthe Downhill Simplex Method, the number of generated trajectoriesof underlying asset, the size of the problem and initial trajectories ofthe behavior of investors and issuers.

Recent technological development in genetics has made large-scale marker genotyping fast and practicable, facilitating studies for detection of QTL in large general pedigrees. We developed a method that speeds up restricted maximum-likelihood (REML) algorithms for QTL analysis bysimplifying the inversion of the variance-covariance matrix of the trait vector. The method was tested in an experimental chicken pedigree including 767 phenotyped individuals and 14 genotyped markers on chicken chromosome 1. The computation time in a chromosome scan covering 475 cM was reduced by 43% when the analysis was based on linkage only and by 72% when linkage disequilibrium information was included. The relative advantage of using our method increases with pedigree size, marker density, and linkage disequilibrium, indicating even greater improvements in the future.