Energy-dependent self-adaptive mesh refinement algorithms are developed for a symmetric interior-penalty scheme for a discontinuous Galerkin spatial discretization of the multi-group neutron diffusion equation using NURBS-based isogeometric analysis (IGA). The spatially self-adaptive algorithms employ both mesh (h) and polynomial degree (p) refinement. The discretized system becomes increasingly ill-conditioned for increasingly large penalty parameters; and there is no gain in accuracy for over penalization. Therefore, optimized penalty parameters are rigorously calculated, for general element types, from a coercivity analysis of the bilinear form. Local mesh refinement allows for a better allocation of computational resources; and thus, more accuracy per degree of freedom. Two a posteriori interpolation-based error measures are proposed. The first heuristically minimizes local contributions to the discretization error, which becomes competitive for global quantities of interest (QoIs). However, for localized QoIs, over energy-dependent meshes, certain multi-group components may become under-resolved. The second employs duality arguments to minimize important error contributions, which consistently and reliably reduces the error in the QoI.