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Robust Optimization of Spline Models and Complex Regulatory Networks: Theory, Methods and Applications

✍ Scribed by Ayse Özmen (auth.)

Publisher
Springer International Publishing
Year
2016
Tongue
English
Leaves
143
Series
Contributions to Management Science
Edition
1
Category
Library
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✦ Synopsis

This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the financial sector and in the contexts of banking, environmental protection, system biology and medicine. The book provides necessary background information on multi-model regulatory networks, optimization and regression. It presents the theory of and approaches to robust (conic) multivariate adaptive regression splines - R(C)MARS – and robust (conic) generalized partial linear models – R(C)GPLM – under polyhedral uncertainty. Further, it introduces spline regression models for multi-model regulatory networks and interprets (C)MARS results based on different datasets for the implementation. It explains robust optimization in these models in terms of both the theory and methodology. In this context it studies R(C)MARS results with different uncertainty scenarios for a numerical example. Lastly, the book demonstrates the implementation of the method in a number of applications from the financial, energy, and environmental sectors, and provides an outlook on future research.

✦ Table of Contents

Front Matter....Pages i-xii
Introduction....Pages 1-7
Mathematical Methods Used....Pages 9-33
New Robust Analytic Tools....Pages 35-57
Spline Regression Models for Complex Multi-Model Regulatory Networks....Pages 59-71
Robust Optimization in Spline Regression Models for Regulatory Networks Under Polyhedral Uncertainty....Pages 73-87
Real-World Application with Our Robust Tools....Pages 89-113
Conclusion and Outlook....Pages 115-117
Back Matter....Pages 119-139

✦ Subjects

Operation Research/Decision Theory; Optimization; Mathematical Modeling and Industrial Mathematics; Appl.Mathematics/Computational Methods of Engineering; Math. Appl. in Environmental Science

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