We introduce and study a novel graph optimization problem to search for multiple cliques with the maximum overall weight, to which we denote as the Maximum Weighted Multiple Clique Problem (MWMCP). This problem arises in research involving network-based data mining, specifically, in bioinformatics where complex diseases, such as various types of cancer and diabetes, are conjectured to be triggered and influenced by a combination of genetic and environmental factors. To integrate potential effects from interplays among underlying candidate factors, we propose a new network-based framework to identify effective biomarkers by searching for groups of synergistic risk factors with high predictive power to disease outcome. An interaction networ...