Karistusfunktsioon
Karistusfunktsioon, often translated as penalty function, is a concept used in optimization and control theory. It refers to a function that is added to an objective function to penalize constraint violations. The goal of a penalty function is to transform a constrained optimization problem into an unconstrained one by incorporating the constraints directly into the objective. When a constraint is violated, the penalty function adds a positive value to the objective function, making the solution less desirable. The magnitude of this penalty typically increases with the degree of constraint violation.
The basic idea is to minimize a modified objective function, P(x, r) = f(x) + r * phi(x), where
Common examples of penalty functions include the squared violation penalty, where phi(x) is the sum of the