update

open override fun update(priorLambda: Double, standardizedMeasure: Double, visitCount: Int, iteration: Int): Double(source)

The penalty value for the current visit.

Return

the updated penalty value

Parameters

priorLambda

the penalty value carried from the previous visit (or initialLambda on the first visit)

standardizedMeasure

the solution's current sample-mean standardized measure of violation S (Park and Kim 2015, Section 3.1); positive indicates apparent infeasibility

visitCount

the number of accumulated visits so far (at least 1)

iteration

the current evaluation iteration k