Chain Markov

RESEARCH ARTICLE
Uniform Sampling of Steady States in

Metabolic Networks: Heterogeneous Scales
and Rounding
Daniele De Martino1*, Matteo Mori2, Valerio Parisi2
1 Center for life nanoscience CLNS-IIT, P.le A.Moro 2, 00185, Rome, Italy, 2 Dipartimento di Fisica, Sapienza
Universitá di Roma, P.le A.Moro 5, 00185, Rome, Italy
* [email protected]
Abstract
a11111
The uniform sampling of convex polytopes is an interesting computational problem with
many applications in inference from linear constraints, but the performances of sampling al-
gorithms can be affected by ill-conditioning. This is the case of inferring the feasible steady
states in models of metabolic networks, since they can show heterogeneous time scales. In
this work we focus on rounding procedures based on building an ellipsoid that closely
matches the sampling space, that can be used to define an efficient hit-and-run (HR) Mar-
OPEN ACCESS
kov Chain Monte Carlo. In this way the uniformity of the sampling of the convex space of in-
Citation: De Martino D, Mori M, Parisi V (2015) terest is rigorously guaranteed, at odds with non markovian methods. We analyze and
Uniform Sampling of Steady States in Metabolic
Networks: Heterogeneous Scales and Rounding.
compare three rounding methods in order to sample the feasible steady states of metabolic
PLoS ONE 10(4): e0122670. doi:10.1371/journal. networks of three models of growing size up to genomic scale. The first is based on principal
pone.0122670 component analysis (PCA), the second on linear programming (LP) and finally we employ
Academic Editor: Simon Rogers, University of the Lovazs ellipsoid method (LEM). Our results show that a rounding procedure dramatical-
Glasgow, UNITED KINGDOM ly improves the performances of the HR in these inference problems and suggest that a
Received: March 28, 2014 combination of LEM or LP with a subsequent PCA perform the best. We finally compare the
Accepted: February 24, 2015
distributions of the HR with that of two heuristics based on the Artificially Centered hit-and-
run (ACHR), gpSampler and optGpSampler. They show a good agreement with the results
Published: April 7, 2015
of the HR for the small network, while on genome scale models present inconsistencies.
Copyright: © 2015 Martino et al. This is an open
access article distributed under the terms of the
Creative Commons Attribution License, which permits
unrestricted use, distribution, and reproduction in any
medium, provided the original author and source are
credited. Introduction
Data Availability Statement: All relevant data are The metabolism of cells is based on a complex metabolic network of chemical reactions per-
within the paper and its Supporting Information files. formed by enzymes, which are able to degrade nutrients in order to produce biomass and gen-
Funding: This work is supported by the DREAM
erate the energy needed to sustain all other tasks the cell has to perform [1]. The high-
Seed Project of the Italian Institute of Technology throughput data coming from genome sequencing of single organisms can be used to recon-
(IIT). The IIT Platform Computation is gratefully struct the complete set of enzymes devoted to metabolic functions, leading to models of metab-
acknowledged. olism at the scale of the whole genome, whose analysis is computationally challenging [2]. If we
Competing Interests: The authors have declared want to model a metabolic system in terms of the dynamics of the concentration levels, even
that no competing interests exist. upon assuming well-mixing (no space) and neglecting noise (continuum limit), we have a very
PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 1 / 14

Heterogeneous Scales and Rounding in Metabolic Networks
large non-linear dynamical system whose parameters are mostly unknown. For a chemical re-
action network in which M metabolites participate in N reactions (where N,M ’ O(102–3) in
genome-scale models) with the stoichiometry encoded in a matrix S = {Sμr}, the concentrations
cμ change in time according to mass-balance equations
c_ ¼ S v ð1Þ
where vi is the flux of the reaction i that in turn is a possibly unknown function of the concen-
tration levels vi(c), with possibly unknown parameters. A simplifying hypothesis is to assume
the system in a steady state ċ = 0. The fluxes are further bounded in certain ranges vr 2
½vrmin ; vrmax that take into account thermodynamical irreversibility, kinetic limits and physiolog-
ical constraints. The set of constraints
S v ¼ 0;
ð2Þ
vr 2 ½vrmin ; vrmax
defines a convex closed set in the space of reaction fluxes: a polytope from which feasible steady
states should be inferred.
In general, the problem of the uniform sampling of convex bodies in high dimensions is
both of theoretical and practical importance. From a theoretical viewpoint it leads to polyno-
mial-time approximate algorithms for the calculation of the volume of a convex body [3],
whose exact determination is a #P-hard problem [4]. On the other hand general problems of
inference from linear constraints require an uniform sampling of the points inside a convex
polytope: other examples apart from metabolic network analysis [5] include compressed sens-
ing [6], freezing transition of hard spheres [7] and density reconstruction from gravitational
lensing in astrophysics [8]. The knowledge of all the vertices characterizes completely a poly-
tope but deterministic algorithms that perform an exhaustive enumeration can be infeasible in
high dimensions since the number of such vertices could scale exponentially with the dimen-
sion. An alternative is to carry out a statistical analysis of the space by means of Monte Carlo
methods [9]. A static approach with a simple rejection rule is feasible for low dimensions [10]
but we have to recur to dynamical methods in high dimensions. The faster and most popular
algorithm in order to sample points inside convex bodies is the hit–and–run (HR) Markov
Chain Monte Carlo[11, 12].
The mixing time of the HR, that is the time to converge to the desired distribution, it scales
as a polynomial of the dimensions of the body but the method can suffer of ill–conditioning if
the body is highly heterogeneous as we sketch in Fig 1 (A). More precisely the mixing time τ
scales like [13]
t ’ OðD2 R2 =r 2 Þ ð3Þ
where D is the dimension of the polytope, R,r are the radii of respectively the minimum inscrib-
ing and the maximum inscribed balls: R/r has been called the sandwiching ratio of the body.
The sandwitching ratio quantifies the degree of ill–conditioning of the sampling problem and
we will refer to it as its condition number.
Several alternatives have been proposed to the HR dynamics. A simple one consists in a
rather coarse approximation: a certain number of vertices is calculated by linear programming
applied to random linear objective functions and the points inside can be sampled by interpola-
tion. This approximation suffers from the fact that we are neglecting possibly an exponentially
large number of vertices, and it has been shown that this leads to wrong results even for simple
hypercubes [8]. Artificially Centered hit–and–run (ACHR) [14], is a non-markovian modifica-
tion of the HR algorithm that uses previously sampled points to determine the elongated

Fig 1. Sketch of the ill–conditioning problem in the uniform sampling from the polytope of metabolic
steady states (A). We propose to build a matching ellipsoid in three ways (B): PCA, LP and LEM: see
section Materials and methods for a full description.
doi:10.1371/journal.pone.0122670.g001
directions of the space. ACHR has been widely used in order to sample flux configurations in
metabolic networks [15–17] but it has the drawback that its non-markovian nature doesn’t
guarantee the convergence to an uniform distribution. Finally, the sampling problem has been
reformulated within the framework of Message Passing (MP) algorithms[18, 19], which allow
very fast sampling, but work under the approximation of a tree-like network and are not
guaranteed in general to converge to an uniform distribution. On the other hand it is known
pffiffiffiffi
that the sandwitching ratio of a polytope can be reduced to at most D for centrally symmetric
polytopes and to D in general, by an affine transformation defined by the so-called Loewner–
John Ellipsoid [20], i.e. the ellipsoid of maximal volume contained in the polytope. Unfortu-
nately this ellipsoid cannot be found in polynomial time, but it has been shown by L. Lovazs
that a weaker form of the Loewner–John ellipsoid, with a factor of D3/2, can be found in poly-
nomial time [21] The feasible steady states of a metabolic network can show very heteroge-
neous scales on genome-scale models: previous samplings [22] seem to indicate that the
distribution of flux scales can span 5 orders of magnitudes, and we should thus expect R/r ’
105 in practical cases, that means that the ill–conditioning is a crucial issue in this inference
problem. The focus of this work is on the reduction of the condition number in the uniform
sampling of convex polytopes by finding an ellipsoid that closely matches the underlying space.
We use this matching ellipsoid to extract the direction of the HR, a procedure that is equivalent
to an affine transformation and eliminates the ill–conditioning. We remind that an affine
transformation would keep the uniformity of the sampling since the Jacobian is constant.
We will analyze and compare three methods: the first is based on building an ellipsoid by
applying principal component analysis (PCA) to previous samplings, the second, inspired by a
technique called Flux Variability Analysis (FVA), uses linear programming (LP) in order to cal-
culate the axes of the ellipsoid by maximizing and minimizing repeatedly the constraints defin-
ing the polytope, and finally the Lovazs ellipsoid method [21] (see Fig 1 (B) for a sketch).
We will focus on the problem of characterizing the space of feasible steady states in three
networks of growing size: the catabolic core of the reconstruction of the metabolism of the bac-
terium Escherichia coli iAF1260 [23] and two genome scale models, respectively of Saccaro-
myces Cerevisiae (SCiND750) [24] and cervix squamous epithelial cells [25] (CERVIX). We
then compare our uniform sampling with the results provided by two ACHR-based heuristics
provided with the COBRA toolbox gpSampler [15] and optGpSampler [16]. The description of

Fig 2. Integrated autocorrelation times ordered for increasing values of the steady state fluxes of the core model E. coli iAF1260 during an hit–
and–run dynamics. Several preprocessing rounding procedures are compared: none, PCA, LP, LEM, LEM+PCA.
the methods, i.e. the construction of ellipsoids that matches the space by means of PCA, LP
and Lovazs method follows thereafter.Finally we draw out some conclusions and perspectives.
Results
We first discuss the application of the rounding methods in order to sample the feasible steady
states of the E. coli’s metabolic network reconstruction iAF1260 catabolic core. This a network
with M = 72 metabolites and N = 95 reactions, including all exchange reactions. We consider
the flux bounds provided with the model and employ bounds for the exchange fluxes that in-
clude possibility to intake the main elements that are needed in order to produce biomass: glu-
cose, oxygen, ammonia, water and phosphate. Upon deleting null reactions we are left with a
network of M = 68 metabolites and N = 86 reactions. The resulting polytope has D = 23 dimen-
sions. In Fig 2 we report the integrated autocorrelation times of the fluxes during the HR with
different pre-processing schedules, ordered for increasing values. The measure of integrated
autocorrelation times is a rather standard procedure in order to asses the reliability of average
estimates in Markov chains, we refer to the supplementary materials for further details. The au-
tocorrelation time is an approximate measure of the number of steps after which the samples
become independent. In Table 1 we report the machine time needed to obtain the rounding el-
lipsoid and the measured maximum integrated autocorrelation time among the sampled reac-
tion fluxes. The times for the algorithm without preprocessing are very large, i.e. billions of
Monte Carlo steps (hours for our implementation) in order to obtain reliable estimates for the
flux averages. The preprocessing with PCA alone improves the situation, but the attainment to
stationarity of the covariance matrix is still lacking. The LP and LEM methods alone successful-
ly reduce the condition number rendering the sampling possible in feasible computational

Table 1. Preprocessing time and maximum integrated autocorrelation time for the hit–and–run algorithms being examined on the E. coli core
iAF1260 metabolic network. On an Intel dual core at 3.06GHz using a single thread.
Time Normal PCA LP LEM LEM(LP)+PCA

Preprocessing time (s) 0 40 7 4 4.2 (7.2)
Max.int.autocor.time (mc steps) O(109) 1.6104 5.4103 1.1103 285
doi:10.1371/journal.pone.0122670.t001
times. In particular the Lovazs method performs better in this case. Finally, the best result that
minimizes the integrated autocorrelation times comes upon combining LEM method (or LP)
with a subsequent PCA. In this way it is possible to obtain the ellipsoid directly from a good es-
timator of the stationary connected covariance matrix. Once the polytope has been rounded
with a matching ellipsoid the mixing time of the HR Markov chain scales as a polynomial of
the system size and it would be possible to perform a rigorous uniform sampling even of ge-
nome scale network models, whose number of reactions is typically of the order of thousands.
We have thus performed our preprocessing and subsequent sampling of two genome scale
models, i.e. the model for Saccaromices Cerevisiae SCiND750 [24] and a model of cervix squa-
mous epithelial cells (CERVIX) from the reconstruction Recon 2 [25]. We consider the first
with default bounds for the uptakes while for the second we leave the network completely open
to test the different cases. After removal of blocked reactions, the resulting dimensions of the
polytope are D = 180 and D = 694, respectively. It turns out that with our implementation the
more convenient rounding procedure consists in using the LP approach with a subsequent
PCA. The procedure is intensive but feasible, it requires approximately 30m to find an ellipsoid
for SCiND750 and 3h for CERVIX, for a sake of comparison the Lovazs method requires 15h
for SCiND750. From the analysis of integrated autocorrelation times we get a maximum value
in MC steps of the order of 104 where a MC step can performed in milliseconds, as it is summa-
rized in Table 2.
We can characterize heterogeneity of scales by looking at the length of the diameters ob-
tained by diagonalizing the covariance matrix of the ellipsoid, obtained with a combination of
LP (or Lovasz) and a subsequent PCA in order to guarantee the best approximation of the
Loewnwer-John ellipsoids, which we show in Fig 3: even the small network (A) spans across
four order of magnitude, while the genome scale network SCiND750 (B) spans across eight or-
ders of magnitude. We remind that, at odds with the general case of a convex body, the calcula-
tion of the diameters of an ellipsoid consist exactly in this diagonalization task, that is a feasible
problem of linear algebra. This strong heterogeneity would affect dramatically the perfor-
mances of montecarlo markov chains without some pre-processing. On the other hand, the
largest CERVIX network, being completely open, it spans across three order of magnitude in a
continuous fashion.
Table 2. Time performance of our implementation of the hit–and–run on genome scale networks. On
an Intel dual core processor with clock rate 3.06GHz using a single thread.
Time SciND750 CERVIX

Preprocessing time (h) 0.5 3
Max.int.autocor.time (mc steps) 1.6104 7.4104
Average time for one mc step (ms) 2 8

Fig 3. Diameters, ordered for increasing length, of the ellipsoids retrieved from the models iAF1260 Core (A), SciND750 (B) and CERVIX (C).
Ellipsoids are obtained from the diagonalization of the stationary connected covariance matrix calculated by combining LP and PCA.
Comparison with artificially centered hit–and–run based methods

We have thus seen that a rigorous uniform sampling of steady states in genome-scale metabolic
networks is feasible, albeit intensive, with the HR algorithm once the ill–conditioning has been
removed with a rounding procedure. We can use here our results to test the validity of ACHR-
based heuristics, that can be used with the COBRA [15] toolbox, gpSampler [15] and optgpSam-
pler [16]. We have checked that the two ACHR methods give very similar distributions upon
waiting an effective convergence of gpSampler, that for the largest network analyzed requires
around 1 week of machine time on an Intel dual core at 3.06 GHz using a single thread. We ac-
knowledge on the other hand that optGpSampler converges in much shorter times, and it is
faster of the HR with our implementation once the rounding preprocessing time is taken into
account, we report in Table 3 the machine times. On the small E. coli Core network half of the
marginal flux distributions retrieved by ACHR based methods are consistent with the ones ob-
tained by the HR according to the Kolmogorov-Smirnov test (KS) [26] with a confidence
of 5%.
The remaining marginal flux distributions are not in rigorous agreement but they provide a
reliable approximation as it can be seen by the low values of the Kullback-Leibler divergence
(KLD). If we have two distributions P(x) and Q(x) the KLD is defined as
Z
KLDðQjPÞ ¼ dxPðxÞ log 2 ðPðxÞ=QðxÞÞ; ð4Þ
it is measured in bits and it quantifies the information that is lost by approximating P with Q.
More precisely, if we extract N points from Q we would be deceived with probability 2−NKLD
Table 3. Machine time, on an Intel dual core at 3.06GHz using a single thread, in order to retrieve 2104 points with rate k = 5000 by optGpSampler
or with mixing fraction < 0.55 by gpSampler.
Method iAF1260 Core SciND750 CERVIX

gpSampler 20m 3d 8d
optGpSampler 2m 1h 5h

Fig 4. Consistency test of gpSampler and optGpSampler with the hit–and–run on the model SciND750. (A): KL divergence values of the marginal
distributions of non null fluxes for gpSampler (red) and optGpSampler (green) compared with the hit–and–run, ordered for increasing values. (B): Marginal
distributions of MALtm, this is a case in which KLD > 0.5 (5% of the cases for optGpSampler). (C): Marginal distributions of TPI, this is a case in which 0.05
KLD 0.5 (15% of the cases for optGpSampler). (D): Marginal distributions of the growth rate, this is a case in which for optGpSampler KLD < 0.05 (80% of
the cases for optGpSampler). Histograms are obtained from 2104 points.
(QjP)
, i.e. we would believe the points come from P [27]. On the genome scale networks the mar-
ginal distributions retrieved by ACHR based methods do not pass the KS test, but they give an
approximation. We have classified the level of approximation according to the value of the
KLD with respect to the distribution retrieved by the HR algorithm. For instance in SciND750,
the flux distributions retrieved by optGpSampler have KLD < 0.05 in 80% of the cases (good
agreement), 0.05 KLD 0.5 in 15% of them (approximate) and KLD > 0.5 for the remaining
5% (poor match). We have find that for this network optSampler gives almost systematically a
better approximation than gpSampler. We show in Fig 4 the KLD values of the marginal distri-
butions of non null fluxes for gpSampler and optGpSampler compared with our hit–and–run
implementation, ordered for increasing values, and some histograms representative of the
aforementioned levels of approximation. For the largest network analyzed of Cervix squamous
epithelial cells the level of approximation is worse, we refer to the supplementary materials. Fi-
nally, in order to test the consistency of ACHR methods on fully controlled instances we fo-
cused on sampling points from simple hypercubes of increasing dimensions. While on low
dimensions we find a good agreement with an uniform distributions we report that ACHR
based methods show some inconsistencies in higher dimensional instances. In Fig 5 (A) we
show the distribution retrieved by the hit-and-run and by ACHR methods for the first coordi-
nate of an hypercube of D = 500 after 2107 steps. In Fig 5 (B) we show the average KLD of the

Fig 5. Consistency test of optGpSampler and gpSampler on hypercubes. (A): Marginal distributions of the first coordinate for D = 500 for the hit and run,
gpsampler (same machine time and same number of steps) and optgpsampler. (B): Average value of the KLD over the coordinates with respect to the flat
distribution as a function of the hypercube dimension.
histograms of coordinates in the hypercube after 2107 montecarlo steps for gpsampler, optgp-
sampler and the hit-and-run as a function of the dimension respectively. We can see a cross-
over in both ACHR-based samplers for high dimension that is absent for the hit-and-run. In
this case, at odds with the case of metabolic networks, it seems that gpsampler shows better
performances than the optgpsampler, if they are referred to the same total number of monte-
carlo steps. However gpsampler is much slower than hit-and-run and optgpsampler, these two
showing similar machine time per step e.g. the histograms in Fig 5 (A) have been obtained with
gpsampler after one day, whereas the histograms for optgpsampler and the hit-and-run are ob-
tained after 10 minutes on an intel dual core working at 3.06GHz (single thread). We thus re-
port as well for sake of comparison the results of gpsampler for the same machine time.
We have extended these analysis on heterogeneous hyper-rectangles of dimensions D = 50
and D = 500 whose axis length span from 10−2 to 105. In Fig 6 we show the KL divergence with
respect to the uniform distribution for all the axis obtained with the four methods, i.e. HR
Fig 6. Consistency test of optGpSampler and gpSampler on heterogeneous hyper-rectangles. (A): KL divergence of the axis for HR, with and without
preprocessing, optGpSampler and gpSampler (same number of steps, 2107) in D = 50. (B): KL divergence of the axis for the same methods in D = 500.

without preprocessing, HR with preprocessing, optgpsampler and gpsampler (same number of

steps, 2107). The hit and run without ellipsoidal preprocessing is not able to sample efficiently
along the larger axis, even for D = 50, The ellipsoidal preprocessing reduces the problem of
hyper-rectangles to the problem of hypercubes that we have already described in detail, point-
ing out that in this case the HR is very efficient and controlled. The performances of ACHR-
based methods, gpsampler and optgpsampler are slightly worst for hyper-rectangles with re-
spect to the homogeneous case (hypercubes), but very similar. Once again, they correctly per-
form the sample in feasible machine times for D = 50, but they have problems for D = 500.
This shows that ACHR-based methods somehow resolve the heterogeneity problem but they
have problems in high dimensions.
Materials and Methods

Given a D-dimensional convex set P, from which one wants to sample from, and a point inside
xt 2 P, the standard HR algorithm is defined as follows:
1. Choose a uniformly distributed direction θt, that is, a point extracted from the uniform dis-
tribution on the D-dimensional unit sphere. This can be done with the Marsaglia method,
i.e. by generating D independent gaussian random variables yit with zero mean and unit var-
iance, and then normalizing the vector to unit length;
2. Extract λ? uniformly from the interval [λmin,λmax], where λmin (λmax) is the minimum (max-
imum) value of λ such that xt+λθt 2 P;
3. Compute the point xt+1 = xt+λ?θt, increment t by one and start again.
The starting point can be found, for instance, by interpolating between two vertices obtained
by linear programming. The second step requires to find the intersections among a line and P.
Since P is convex, the intersection points are only two, namely xt+λminθt and xt+λmaxθt. Clearly,
in order to perform the HR dynamics we should always use a full-dimensional representation
of the convex set (see the supporting materials for further details); if not, λ? = λmin = λmax for
almost all θt, and dynamics is frozen.
The decorrelation properties of the standard HR dynamics can be greatly improved by a
slight modification of step 1, that is, extracting θt from the surface of the matching ellipsoid in-
stead of the unit sphere. This can be easily done by multiplying a random point on the unit
sphere by the symmetric matrix which defines the ellipsoid, and normalizing the resulting vec-
tor to unit length. Below we describe three different methods (illustrated in Fig 1) in order to
find or approximate the matching ellipsoid. We refer to the supporting materials for further de-
tails on the dynamics and the construction of the ellipsoid.
Building the ellipsoid with PCA

If we had already solved the problem, that means we have a set of uniformly distributed inde-
pendent points inside the polytope, we can use them to build a matching ellipsoid by Principal
Component Analysis (PCA). The idea is that any sampling attempt of the polytope, even if
not-equilibrating, it gathers some information on the form of the space. The connected covari-
ance matrix from this sampling can be diagonalized and its eigenvalues and eigenvectors
would give the axis of an ellipsoid that approximately matches the underlying space, the closer
the nearer the sampling to equilibrium, in essence:
• Perform an HR markov chain up to time T, computing the covariance matrix of the
sampled points.

• Diagonalize the connected covariance matrix and build an ellipsoid with axis along the
principal components.
• Use the ellipsoid for the subsequent sampling.
The drawback of this procedure relies in the fact that ideally the sampling times T should be
such that the covariance matrix attains stationarity and this convergence is slow if some pre-
processing is lacking. We will see that for practical purposes PCA can be used to refine the re-
sults obtained by the more direct approaches that we describe in next sections.
Building the ellipsoid with LP

If we would be able to calculate the diameter of the space, then find the diameter in the orthog-
onal space with respect to the previous diameter and so on, we would have a matching ellipsoid
whose axis coincides with such diameters. Unfortunately, the calculation of the diameter of a
convex closed space is a very hard task [28] (think to a randomly tilted hyper-rectangle) but we
can recur to an approximation by performing what is called a Flux Variability Analysis [29]
(FVA) in the field of metabolic network analysis. This consists in calculating the minimum and
maximum values of each variable and this is a linear programming problem:
Minimize=Maximize vi
S v ¼ 0; ð5Þ
vr 2 ½vmin
r ;v
max
r
that can be efficiently solved for instance with the simplex algorithm or by conjugate gradients
methods. If we consider the vectors that go from the minimum to the maximum vertex for
each variable, we take the vector of maximum length as the main axis of our ellipsoid and re-
peat FVA in the space orthogonal with respect to previous found axis, in synthesis:
• INPUT: The polytope P, a set of axis U = {u1, . . .,uk} for the ellipsoid E
• Perform FVA within the polytope P in the space orthogonal to the subspace generated by U.
Take the vector v of maximum length connecting min and max vertices orthogonal to U.
• OUTPUT: v = uk+1 is a new axis for the ellipsoid E.
The good point of this procedure is that it is based on the resolution of well defined set of
LP problems. Even if this procedure is polynomial and feasible, we have to solve a large number
of linear programming problems (order O(N2)). We have thus applied fast conjugate gradient
techniques [30] as we describe in the supporting materials.
The Lovazs ellipsoid method

We want to construct a couple of concentric ellipsoids E,E0 matching the polytope P, i.e. such
that E0 P E, where E0 is obtained from E shrinking by a factor O(1/D3/2). This is called
weak Loewner–John pair. We define a series of enclosing ellipsoids Ek, starting with E0 as the
sphere with center in the origin and radius R large enough in order to inscribe the body, ac-
cording to the following lines:
• INPUT: An ellipsoid Ek with its center xk
• Check if xk 2 P, if yes go to 2, if no go to 1
• 1) Consider an hyperplane separating xk and P, and the halfspace enclosing P, calculate the
ellipsoid of minimal volume enclosing H\Ek go to OUTPUT 1

• 2) Determine the endpoints of the axis of Ek, shrink the ellipsoid and check if the shrinked el-
lipsoid Ek0 is inside. if yes go to OUTPUT 2, if no go to 3
• 3) Consider an endpoint of an axis of the shrinked ellipsoid outside P, e.g. x0k , consider an hy-
perplane H separating x0k and P, and the halfspace enclosing P, calculate the ellipsoid of mini-
mal volume enclosing H \ Ek0 go to OUTPUT 1
• OUTPUT 1: A new ellipsoid Ek+1 of lower volume with center xk+1, update k, repeat from
INPUT.
• OUTPUT 2: A weak Loewner-John ellipsoid.
This algorithm is substantially an expanded version of the famous ellipsoid method used to
demonstrate the feasibility of linear programming problem. Upon calculating the reduction in
volume of the enclosing ellipsoid after one step, it can be demonstrated that this series con-
verges in polynomial time to a weak Loewner–John pair. We refer to [21, 31] for
further details.
Conclusions
In this article we have proposed rounding methods in order to reduce the condition number
for the application of the hit–and–run (HR) Markov Chain Monte Carlo to the problem of the
uniform sampling of steady states in metabolic network models. They are based on matching
the polytope under exam with an ellipsoid that can be used to bias the HR random walker, still
sampling the flux space in a uniform way. Such ellipsoids were built by applying principle com-
ponent analysis to previous sampling, by solving a set of linear programming problems—simi-
larly to a technique called Flux Variability Analysis in the field of metabolic network analysis,
and by the Lovazs ellipsoid method. In particular the last two can be calculated in polynomial
times. We have applied them in order to sample the feasible steady state of three metabolic net-
work reconstruction of growing size where we successfully removed the ill–conditioning and
reduced dramatically the sampling times with respect to the normal HR dynamics. The Lovazs
method or the LP method alone were sufficient to remove the ill–conditioning. With our im-
plementation the first gives better results on the small network, the second on the genome scale
networks, whereas the PCA can be used to refine the results of the other two, since in this case
it is possible to obtain the ellipsoid from a diagonalization of a good estimator of the stationary
connected covariance matrix. The overall procedure, preprocessing and subsequent sampling
is feasible in genome scale networks, in agreement with theoretical results on the computation-
al complexity regarding these tasks. The rounding preprocessing is still quite intensive on large
genome scale models with our implementation and this leaves space for optimizing time per-
formances that we leave for further investigations. Even if there could be faster methods in
order to sample points inside convex polytopes, the HR Monte Carlo is guaranteed to converge
to an uniform distribution. It could be used thus in order to test the correctness of fast mes-
sage-passing [19] or ACHR-based algorithms in their convergence to an uniform distribution.
We have thus compared the samples retrieved by the HR method with two ACHR based meth-
od provided with the COBRA toolbox gpSampler and optGpSampler. We checked that they
generate similar distributions with rather different speed, optGpSampler being much faster. We
have found that in the small network these ACHR-based methods are consistent with the uni-
form sampling provided by the hit an run according to the Kolmogorov-Smirnov test. On ge-
nome scale networks the flux distributions retrieved by these methods do not pass the KS test,
but give an approximation that we quantified by calculating their Kullback Leibler divergence
with respect to the distribution obtained with HR dynamics. In some cases we detected

inconsistencies that get worse on higher dimensions. This behavior has been highlighted upon
sampling high dimensional hypercubes. We want to mention finally that in regard to the prob-
lem of sampling the steady states of a metabolic network a rigorous implementation of thermo-
dynamic constraints possibly renders the space non-convex [32]. The development of
Montecarlo methods for the sampling of non convex spaces is a difficult open issue. The HR al-
gorithm applied to the sampling of non–convex bodies is not guaranteed to converge in poly-
nomial times, an aspect that needs further investigations.
Supporting Information
S1 Fig. Integrated autocorrelation times of the coordinate axis of a highly heterogeneous
hyperrectangle in D = 20 sampled with hit-and-run dynamics with and without preprocess-
ing.
(EPS)
S2 Fig. Autocorrelation function during ellipsoid-based hit-and-run markov chain Monte-
carlo of the 59th reaction flux calculated averaging over 2105 points. The signal-to-noise
ratio decreases strongly when the function approaches zero, leading to a difficult numerical es-
timate of its integral (integrated autocorrelation time, inset).
(EPS)
S3 Fig. Estimate of the integrated autocorrelation time of the function depicted in S2 Fig
by binning the data. X axis: Bin length; Y axis: ratio of the variance of the binned data over the
variance of unbinned data; error bars calculated from a gaussian approximation.
(EPS)
S4 Fig. Histograms of the carbon dioxide excretion in SciND750 retrieved by the hit and
run, optGpSampler and gpSampler, the latter upon waiting different times for conver-
gence.
(EPS)
S5 Fig. Kullback-Leibler divergences of the marginal ux distributions obtained with optGp-
Sampler with respect to the hit and run ordered for increasing values for the three metabol-
ic networks examined.
(EPS)
Acknowledgments
DDM thanks F.Capuani and A. De Martino for interesting discussions. This work is supported
by the DREAM Seed Project of the Italian Institute of Technology (IIT). The IIT Platform
Computation is gratefully acknowledged.
Author Contributions
Conceived and designed the experiments: DDM VP MM. Performed the experiments: DDM
VP MM. Analyzed the data: DDM VP MM. Contributed reagents/materials/analysis tools:
DDM VP MM. Wrote the paper: DDM VP MM.
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RESEARCH ARTICLE

Uniform Sampling of Steady States in

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 1 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 2 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 3 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 4 / 14

Time Normal PCA LP LEM LEM(LP)+PCA

Time SciND750 CERVIX

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 5 / 14

Comparison with artificially centered hit–and–run based methods

Method iAF1260 Core SciND750 CERVIX

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 6 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 7 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 8 / 14

without preprocessing, HR with preprocessing, optgpsampler and gpsampler (same number of

Materials and Methods

Building the ellipsoid with PCA

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 9 / 14

Building the ellipsoid with LP

The Lovazs ellipsoid method

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 10 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 11 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 12 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 13 / 14

PLOS ONE | DOI:10.1371/journal.pone.0122670 April 7, 2015 14 / 14

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