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Functional CeOx nanoglues for robust atomically dispersed catalysts
Single-atom catalysts make exceptionally efficient use of expensive noble metals and can bring out unique properties. However, applications are usually compromised by limited catalyst stability, which is due to sintering. Although sintering can be suppressed by anchoring the metal atoms to oxide supports, strong metal-oxygen interactions often leave too few metal sites available for reactant binding and catalysis, and when exposed to reducing conditions at sufficiently high temperatures, even oxide-anchored single-atom catalysts eventually sinter4,8,9. Here we show that the beneficial effects of anchoring can be enhanced by confining the atomically dispersed metal atoms on oxide nanoclusters or 'nanoglues', which themselves are dispersed and immobilized on a robust, high-surface-area support. We demonstrate the strategy by grafting isolated and defective CeOx nanoglue islands onto high-surface-area SiO2; the nanoglue islands then each host on average one Pt atom. We find that the Pt atoms remain dispersed under both oxidizing and reducing environments at high temperatures, and that the activated catalyst exhibits markedly increased activity for CO oxidation. We attribute the improved stability under reducing conditions to the support structure and the much stronger affinity of Pt atoms for CeOx than for SiO2, which ensures the Pt atoms can move but remain confined to their respective nanoglue islands. The strategy of using functional nanoglues to confine atomically dispersed metals and simultaneously enhance their reactivity is general, and we anticipate that it will take single-atom catalysts a step closer to practical applications.
Journal Article
Robust optimization of spline models and complex regulatory networks : theory, methods and applications
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.
Book
Theory and Applications of Robust Optimization
In this paper we survey the primary research, both theoretical and applied, in the area of robust optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multistage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.
Journal Article
Duality Results for a Class of Constrained Robust Nonlinear Optimization Problems
In this paper, we establish various results of duality for a new class of constrained robust nonlinear optimization problems. For this new class of problems, involving functionals of (path-independent) curvilinear integral type and mixed constraints governed by partial derivatives of second order and uncertain data, we formulate and study Wolfe, Mond-Weir and mixed type robust dual optimization problems. In this regard, by considering the concept of convex curvilinear integral vector functional, determined by controlled second-order Lagrangians including uncertain data, and the notion of robust weak efficient solution associated with the considered problem, we create a new mathematical context to state and prove the duality theorems. Furthermore, an illustrative application is presented.
Journal Article
Optimality Conditions and Duality for Robust Nonsmooth Multiobjective Optimization Problems with Constraints
In this paper, we investigate a robust nonsmooth multiobjective optimization problem related to a multiobjective optimization with data uncertainty. We firstly introduce two kinds of generalized convex functions, which are not necessary to be convex. Robust necessary optimality conditions for weakly robust efficient solutions and properly robust efficient solutions of the problem are established by a generalized alternative theorem and the robust constraint qualification. Further, robust sufficient optimality conditions for weakly robust efficient solutions and properly robust efficient solutions of the problem are also derived. The Mond–Weir-type dual problem and Wolfe-type dual problem are formulated. Finally, we obtain the weak, strong and converse robust duality results between the primal one and its dual problems under the generalized convexity assumptions.
Journal Article
Time Series Clustering for Robust Mean-Variance Portfolio Selection: Comparison of Several Dissimilarity Measures
Abstract
This paper shows how to create a robust portfolio selection with time series clustering by using some dissimilarity measure. Based on such dissimilarity measures, stocks are initially sorted into multiple clusters using the Partitioning Around Medoids (PAM) time series clustering approach. Following clustering, a portfolio is constructed by selecting one stock from each cluster. Stocks having the greatest Sharpe ratio are selected from each cluster. The optimum portfolio is then constructed using the robust Fast Minimum Covariance Determinant (FMCD) and robust S MV portfolio model. When there are a big number of stocks accessible for the portfolio formation process, we can use this approach to quickly generate the optimum portfolio. This approach is also resistant to the presence of any outliers in the data. The Sharpe ratio was used to evaluate the performance of the portfolios that were created. The daily closing price of stocks listed on the Indonesia Stock Exchange, which are included in the LQ-45 indexed from August 2017 to July 2018, was utilized as a case study. Empirical study revealed that portfolios constructed using PAM time series clustering with autocorrelation dissimilarity and a robust FMCD MV portfolio model outperformed portfolios created using other approaches.
Journal Article
Robust Design Optimization and Emerging Technologies for Electrical Machines: Challenges and Open Problems
The bio-inspired algorithms are novel, modern, and efficient tools for the design of electrical machines. However, from the mathematical point of view, these problems belong to the most general branch of non-linear optimization problems, where these tools cannot guarantee that a global minimum is found. The numerical cost and the accuracy of these algorithms depend on the initialization of their internal parameters, which may themselves be the subject of parameter tuning according to the application. In practice, these optimization problems are even more challenging, because engineers are looking for robust designs, which are not sensitive to the tolerances and the manufacturing uncertainties. These criteria further increase these computationally expensive problems due to the additional evaluations of the goal function. The goal of this paper is to give an overview of the widely used optimization techniques in electrical machinery and to summarize the challenges and open problems in the applications of the robust design optimization and the prospects in the case of the newly emerging technologies.
Journal Article
Robust adaptive dynamic programming for linear and nonlinear systems: An overview
The field of adaptive dynamic programming with diverse applications in control engineering has undergone rapid progress over the past few years. A new theory called “Robust Adaptive Dynamic Programming” (for short, RADP) is developed for the design of robust optimal controllers for linear and nonlinear systems subject to both parametric and dynamic uncertainties. A central objective of this paper is to give a brief overview of our recent contributions to the development of the theory of RADP and to outline its potential applications in engineering and biology.
Journal Article
EMPIRICAL RISK MINIMIZATION FOR HEAVY-TAILED LOSSES
The purpose of this paper is to discuss empirical risk minimization when the losses are not necessarily bounded and may have a distribution with heavy tails. In such situations, usual empirical averages may fail to provide reliable estimates and empirical risk minimization may provide large excess risk. However, some robust mean estimators proposed in the literature may be used to replace empirical means. In this paper, we investigate empirical risk minimization based on a robust estimate proposed by Catoni. We develop performance bounds based on chaining arguments tailored to Catoni's mean estimator.
Journal Article