Relative constraints and evolution

Juan G. Diaz Ochoa

Pelargusstr. 2, 70180 Stuttgart
guillermodiaz11@alquinus.com
Received 28 March 2013
Accepted 12 January 2014
Published 4 March 2014
Several mathematical models of evolving systems assume that changes in the micro-states are
constrained to the search of an optimal value in a local or global objective function. However,
the concept of evolution requires a continuous change in the environment and species, making
dicult the denition of absolute optimal values in objective functions. In this paper, we dene
constraints that are not absolute but relative to local micro-states, introducing a rupture in the
invariance of the phase space of the system. This conceptual basis is useful to dene alternative
mathematical models for biological (or in general complex) evolving systems. We illustrate this
concept with a modied Ising model, which can be useful to understand and model problems like
the somatic evolution of cancer.
Keywords: Evolution complex systems; optimization; objective functions; relative optimal
values; entropy; complex adaptive evolving systems.
PACS Nos.: 05.65.+b, 05.70.Ln, 87.23.Kg, 02.30.Yy, 02.70.Uu, 05.10.Ln.
1. Introduction
Optimization concepts are in general useful to describe how the micro-states (i.e.
local observables in a large system like a spin-state, the position of a particle, a
phenotype, the attitude of an agent, etc.) can reach dierent degrees of order,
allowing qualitative as well as quantitative descriptions. For instance, by properly
dening the constrains of the interactions of the micro-states with respect to the
global objective function, it is possible to predict the response of a system to make
changes in the environment. Based on similar concepts, Complex Adaptive Systems
(CAS) have been developed, exemplary showing how these constraints generate
aggregate behavior and states how far it is from a global optimum or equilibrium
state.
1,2
Algorithms and models describing evolving systems are thus based on the notion
of a local and/or global constraints in objective functions, as, for instance, the op-
timization of a tness of a population, which is the basis for the denition of genetic
algorithms.
3
Ising-like models, which are characteristic for the description of
International Journal of Modern Physics C
Vol. 25, No. 8 (2014) 1450030 (10 pages)
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c World Scientic Publishing Company
DOI: 10.1142/S0129183114500302
1450030-1
ferromagnetic materials, have also been identied as a potential way to represent
evolution in biology, assuming that spin-states represent dierent phenotypes in a
population (see e.g. Ref. 4). In other contexts, evolution of social behavior of indi-
viduals has also been represented with similar mathematical techniques.
5
Despite its relevance and usefulness, the denition of optimization in evolution is
still problematic. As has been stated by Maynard Smith,
6
\optimization is based on
the assumption that the population is adapted to the actual environment, whereas
evolution is a process of continuous change." This implies, there is a fundamental
diculty in setting the criterion about how global constraints are used to model
evolution in biology.
Current concepts of co-evolution seems to t into this problematic issue. In co-
evolution, it is assumed that the states (phenotypes) and the objective function
(which is embedded in a complex landscape) simultaneously evolve. Several
modeling methods (some of them based on game theory) tentatively describe this
notion.
7,8
Here, the constrain function (with its complex inherent dynamics) has
also an absolute character, and evolves at the same time as the micro-states
evolve.
However, the evaluation of optimal values in a functional landscape has in general
a nonabsolute character. Such concept is relevant in biological systems, like viral
strains in dierent cell populations responding to a relative tness,
2
as well as so-
matic alterations in DNA chains that allow adaptation and proliferation of aggres-
sive phenotypes of cells in response to changes in the environment.
9
Thus, the interaction with the environment implies three dierent scenarios:
(i) The search of an optimal value in an objective function (local or global) is
absolute, and the interaction with the environment is well-dened. In this case,
simple or multi-objective optimization can dene the evolution of the system 1.
(ii) The denition of an optimal value in an objective function (local or global) may
be nonabsolute and is relative to the micro-states in a population.
(iii) There is no possibility to dene which optimal value in an objective function can
be dened (large inherent uncertainty). In the last scenario, several models are
equally probable to be valid.
In this paper, we focus on the second scenario. We assume that constraints (i.e. the
denition of optimal values in objective functions) are relative to the corresponding
micro-states. A similar concept of relativity has been used in the solution of the
Gibbs paradox (see Jaynes
10
; similar concepts have also been included in the notion
of Max-Entropy (see e.g. Kapur et al.
11
). The key dierence in our approach is to
assume that the local states can set global constraints in an autonomous way (see e.g.
Barrios et al.
12
). That means the micro systems or individuals in a population do not
necessarily search in a single objective function-landscape for an optimal solution.
Instead, they select this optimal; and this selection can be related to other
individuals, as well as to the global conditions in the system.
J. G. D. Ochoa
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The denition of relative global constraints require dierent classes of micro-
states, making necessary to assign dierent identities (or mutants) to these micro-
states (a similar concept of identity has been introduced by Jaynes
10
). In the case of
lattices or networks, this is equivalent to variable topological detects.
To illustrate these concepts, we dene a model based on the search of an optimal
value in an objective function by agents with a phenotype similar to spins in a lattice.
According to the previous denitions, we let the agents to decide whether to interact
or not depending on their relative preference to a constraint. This simultaneously
introduce mutations in the micro-states, which can eventually change the connec-
tivity pattern with neighboring micro-states. This denition introduces a feedback
between the local states and their interaction with the environment and their
identity. We think that similar models can be useful to understand the evolution of
somatic mutations in biology, where changes in the environment, and not inheri-
tance, can introduce mutations in the organisms.
This paper is organized as follows: in Sec. 2, we sketch a mathematical basis for an
alternative model and that will be introduced in Sec. 3. In Sec. 4, we discuss our
results and perspectives of this concept.
2. Relative Constraints in Objective Functions
The evolution of a system, and the subsequent estimation of macroscopic obser-
vables, depends on the denition of the phase space. Usually it is assumed that, a
system is constrained to search an optimal (maximal/minimal values) in a global
objective function. In this framework, uctuations in the system make that two
optimal values are selected (spontaneous symmetry breaking). Here, we propose that
the micro-states can eventually be dened relatively to a particular objective func-
tion (Fig. 1(b)). Simultaneously, the identity of the micro-states depends on the
search in the cost function. These are anarchist-like states that suddenly decide with
their reference to the objective function, and quit working together with other states
looking for an absolute optimal value of this objective function (Fig. 1(b)).
(a) (b)
Fig. 1. (Color online) Absolute optimal in an objective function (a) versus optimals relative to sub-
populations of elements in an ensemble (b).
Relative constraints and evolution
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Assume a macro-state X, which is associated with a large class of micro-states
CX that are compatible with X (see the article by Jaynes in Neudorfer et al.
10
).
Thus, we dene a phase volume W associated to the reference class CX. In this
phase volume we dene a sub-volume (or a set of sub-volumes) WC
0
, such that any
change in W can imply a change in W
0
. To this sub-volume, a local reference class of
micro-states C
a
X can also be dened. In this framework, WC is related to a
manifold M, and the sub-volume WC
0
is associated to a sub-manifold M
0
. Hence,
any uniform transformation of M should also induce a local change in the sub-
manifold M
0
. This assumption implies the existence of a global invariance, i.e. any
transformation in the manifold, or any global symmetry of the manifold, is also
applicable to the sub-manifold M
0
(similar to Fig. 1(a)).
We explore now the eect of a rupture of the global invariance assuming a change
of the identities of the local states (Fig. 1(b)). Assume that the reference class C
a
X
in the sub-manifold M
a
is dened with respect to a specic manifold M with a given
volume W. This assumption implies that the local reference class is xed to a given
manifold, and that global transformations of the manifold, for example originate
changes of the phase volume due to the search of a global optimal condition, which
can eventually produce a local rupture of its invariance (Figs. 1(b) and 1(b)),
generating a nonintegrable surface.
(a)
(b)
Fig. 2. (Color online) A homogeneous lattice is related to a phase space with a local invariant topology
(a). However, local changes in the connectivity of the lattice imply not only a rupture of the regularity of
the lattice but also a local rupture of the invariance of the topology of the phase space (b).
J. G. D. Ochoa
1450030-4
A practical way to illustrate this process is to dene lattices with defects, such
that micro-states can switch their identity (which is equivalent to assume nodes that
can mutate). The trick here is to dene the connectivity of the nodes to other
neighbors depending on global constrain relative to a phase volume W. If there is a
global transformation of W to W
n
, then the local nodes can change its identity and
modify their connectivity pattern (i.e. its bond property) trying to preserve their
reference to W. Similar to the previous example in the manifold M, changes in the
bond property introduces a porosity in the lattice that might simultaneously intro-
duce a rupture of the invariance in the phase space (see Fig. 2).
Naturally, this porosity has an eect on the dynamics, as well as on the equilib-
rium state of the whole system (where this equilibrium is relative to the local states
and identities of the micro-states). To exemplify these ideas, we have dened an
Ising-like model that resumes these new mathematical conditions.
3. An Example: A Modied Ising Model
We propose a system with nodes dened by
0
ij
s
ij

i
, where
i
is a state of the
node i (which can be either 1 or 0) and s
ij
is the bond property of the node. A change
of s
ij
implies a mutation of the node and a subsequent change in its connectivity
pattern (i.e. the number of links to the neighbors; see Fig. 2). Hence, if s
ij
0 then
there is no connectivity between i and j; otherwise s
ij
1.
For an Ising-like system, we propose the following algorithm:
(1) Denition of a spin network. Dene a modied Hamilton function
H
P
i;hji
J
ij

0
ij

0
ji

P
i;hji
J
ij
s
ij
s
ji

i

j
, where hji is a sum over the
nearest neighbors and J
ij
is a coupling constant.
(2) Global constrain. If P
m
< e
H=L
x
L
y

, then allow a ip of s
ij
. Otherwise s
ij
remains constant in the time.
Here P
m
is a constraint of the distribution function, and is a constant (with
1=k
B
T, where T is the temperature and k
B
is the Boltzmann constant).
(3) Flip of bond property. Make a random selection of s
ij
. If
P
hji
s
ij
s
ji
N
I
i
(where
I
i
is a threshold parameter for the node i, and N is the number of neighbors),
then ip s
ij
; otherwise the bond property remains unchanged.
(4) Flip of states
i
. Each spin can ip with a probability given by e
H
(see e.g.
Ref. 13)
We implemented the previous algorithm in an Ising-like lattice with periodic
boundary conditions. Simulations were performed in lattices with dierent size. Each
spin is located in each node of the network, and only nearest interactions (four
neighbors per spin) are considered. Each result that we obtained has been averaged
over 300 dierent runs. Three dierent lattice sizes were modeled: 5 5, 50 50 and
100 100. We measure the nal magnetization, given by M
P
i

i
. Each initial
conguration was randomly dened. However, for the comparison of the results, we
setup the initial value of the results to the same value.
Relative constraints and evolution
1450030-5
In the model, there are two additional parameters: the denition of the relative
value of the constraint P
m
and the threshold parameter I
i
. The rst one is a con-
straint to the global objective function and is in a direct interaction with the envi-
ronment; we dene this relative value as 0.5 for all the nodes in the lattice. The
second parameter can be selected depending on how the single micro-state i orient
against its neighbors. With I
i
0:7 (for all the i nodes), we assume that there is a
high probability to change the connectivity pattern of the node i, if all the neigh-
boring bond properties also change.
In Fig. 3, we qualitatively represent the dynamic connectivity of the lattice. We
performed \experiments" for <
c
(where
c
is a critical parameter expected to ob-
serve a phase transition). Once the bondproperty of the node changes, links betweenthe
node and its neighbors are destroyed. Total isolated nodes generate a pore in the lattice.
In Fig. 3(b) we present simulations for two dierent situations: connected nodes
and a lattice with porosities. The porosity formation is a dynamic process, as can be
seen in Fig. 3. For low temperatures there is a rather stable structure, and only in
some period of time, porosities emerge in the system. The higher the parameter , the
more frequent is the formation of lattice porosities.
For very low values of there is no porosity, such that M is about 0.5. For larger
values of , the chance to get a porous lattice increases (Fig. 4). Observe that the
(a)
(b)
Fig. 3. (Color online) Distribution of the pattern of interactions in the system. For a lattice with nodes
interacting with four nearest neighbors, there is a connected surface symbolizing a uniform connectivity
pattern (yellow surface); when the pattern dissolves then a pore (black surface) emerges in a. In b, we
present a system with a lattice having a uniform connectivity pattern (left) and heterogeneous connectivity
pattern, with random distributed pores (right). This porosity is similar to the porosity depicted in Fig. 2
J. G. D. Ochoa
1450030-6
porosity has also a random structure. In particular, there is a value where a
punctuated equilibrium is observed. Eventually for large values of the uctuations
in the structure increase, lowering the transient time in the phases of punctuated
equilibrium. For higher temperatures a dynamic porous structure is obtained, with
few transient states. Therefore, the average magnetization is far from equilibrium.
The dependence on global and local conditions exacerbate nite size eects, in
particular regarding the way the nodes coordinate themselves (see Fig. 5). For very
Fig. 4. Connectivity of the network (left panels, dened as
P
ij
s
ij
) and magnetization (right panels,
dened as
P
i

i
) for dierent parameters as a function of time. In this simulation, a constant initial
magnetization has been dened, as well as a constant lattice size of 100 100 nodes.
Fig. 5. Connectivity of the network (left panels) and magnetization (right panels) at 0:5 and dif-
ferent lattice sizes. Both connectivity and magnetization are function of time. In this simulation, random
initial conditions were dened.
Relative constraints and evolution
1450030-7
small lattices, it is extremely dicult to set local/global conditions, also due to the
large uctuations of the global control function. That is why the porosity of the
lattice has a persistence on time. But for larger lattices, individual nodes are able to
identify the tolerance of the global control function and can, therefore, restore their
connectivity. Hence, the coordination of single nodes do not exclusively depend on
local conditions. This result could answer why in some systems (for instance the
chemotaxis of a cell) a stable (and punctuated) equilibrium among nodes is obtained,
when the number of nodes is large and the system is redundant.
4. Discussion
It is commonly assumed that either local or global optimization of an objective
function drives the dynamics and evolution of systems. However, imagine that the
micro-states can suddenly decide what they want to optimize. Instead of making a
description on well-dened micro-states, one is forced to describe a system that
allows partial freedom (if not anarchism), i.e. these micro-states can suddenly decide
what they want to optimize. Naturally, this implies a small uncertainty in the sys-
tem, because additional information about the denition of these local constraints is
required. We believe that this kind of freedom, which is able to trigger local muta-
tions, can also drive the evolution of a system, for good (in the evolution for instance
of new species) or bad (in the development of illnesses or aggressive varieties of
viruses).
The concept presented in this work is novel because the optimization criterion of
the objective function can be both absolute or relative to the micro-states, implying
an uncertainty that must be accounted in the mathematical modeling (it is not
known a priori which micro-state can be a potential anarchist). Also, the micro-
states are not blind and not simply respond to global conditions. However, the
decision to make a local mutation and change, for instance, the connectivity pattern
in a lattice resembles well-established mathematical models describing altruism.
7
In
our simple mathematical model, disconnected nodes are also an example of non-
altruistic agents that refuse to cooperate to reach a common optimal cost-function.
By using a simple lattice model for numerical experiments, we have shown how a
constrained objective function relative to the micro-states can motivate evolution:
not only in the local changes of these micro-states, but also in the mutation of its
bond property (i.e. its identity). Each micro-state located on each node of the lattice
can decide, whether it contributes or not to the optimization of a global cost function
(see Figs. 1 and 2). Whereas in a conventional lattice the states preserve an equi-
librium state (which is a local condition), with our alternative method for which we
were able to generate dynamics in the system, which depends on the uctuations of
the environment, as well as on the constraint on the objective-function P
m
imposed
by the micro-states. Hence, the nodes in our lattice not only have a response to the
collective dynamics but are also able to decide if they continue contributing to this
dynamics. Simultaneously, we show how punctuated equilibrium dominates the
J. G. D. Ochoa
1450030-8
evolution of the mutations of the nodes depending on changes in the environment as,
for instance, temperature (in the parameter k) or the lattice size.
The current denition and model is preliminary, and its application should be
further validated in more realistic systems. One example could be the somatic evo-
lution of illness like cancer, assuming that these changes are triggered by epigenetic
modications, which alter the expression of genes, but not their actual nucleotide
sequence.
14
Cells are exposed to a complex environment with complex mechanisms
that constrain cells to abnormal proliferation; however, changes in the DNA
sequences or epigenetic regulation may enable these cells to overcome these con-
straints.
9
If cancer could be modeled with a principle similar to the ideas presented in
this paper, assuming that 0 is an apoptotic cell, this could imply that suddenly,
normal cells do not fulll the function imposed by the whole organism (constrain to a
global cost-function), but decides to follow an own optimization criteria. This implies
in this case an inhibition of apoptosis (aecting the normal function of the whole
tissue) and an eventual abnormal proliferation, assuming that disconnected nodes
represents cancer cells that do not respond any more to the cell dynamics. Similarly,
as our numerical experiment, size of the tissue and environment can trigger this
change. Podlaha et al.
9
argued that for instance de facto punctuated evolution, more
than gradual accumulation of defects in the genome, could be the true origin of
cancer cells.
This concept can also be useful to model complex networks, by assuming that
nodes can change their dynamics and connectivity pattern in response to the envi-
ronment. This is relevant to identify interactions in protein networks, as well as in
the modeling, for instance, spread of infections, assuming that the connectivity
pattern depends on the identity of the nodes.
15
Also, in social systems the identi-
cation of an optimal in a cost function may be dicult for the individuals which, for
instance, are looking for status
16
; individuals may not know which is the optimal
value, an aspect that could trigger a continuous dynamics and evolution in social
systems. In nutshell, this paper is an invitation to look beyond conventional tech-
niques of optimization to describe dynamics and structure of evolutive systems.
Acknowledgments
The author wish to thank an anonymous referee for constructive feedback. The
author also like to thank Prof. Bernado Huberman and Elena Ramirez for the ex-
change of ideas during the preparation of this manuscript.
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