Naive
class NaivePenaltyFunction(val initialValue: Double = 1000.0, val exponent: Double = 2.0) : PenaltyFunctionIfc
A naive penalty function as describe in Chuljin Park, Seong-Hee Kim (2015) Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints. Operations Research 63(5):1195-1212 (https://doi.org/10.1287/opre.2015.1417)
Parameters
initial
The initial value in the penalty function sequence. The default value is 1000.0
exponent
The exponent in the penalty function sequence. The default is 2.0.