An efficient algorithm for optimal routing through constant function market makers

DOI10.1007/978-3-031-47751-5_8zbMath1545.91337MaRDI QIDQ6573995

Theo Diamandis, Max Resnick, Tarun Chitra, Guillermo Angeris

Publication date: 17 July 2024

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Unnamed Item
• Conic optimization via operator splitting and homogeneous self-dual embedding
• Global order routing on exchange networks
• Julia: A Fresh Approach to Numerical Computing
• Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
• Decomposition Principle for Linear Programs
• Algorithm 778: L-BFGS-B
• A Limited Memory Algorithm for Bound Constrained Optimization
• Solving Natural Conic Formulations with Hypatia.jl
• MathOptInterface: A Data Structure for Mathematical Optimization Problems
• JuMP: A Modeling Language for Mathematical Optimization

This page was built for publication: An efficient algorithm for optimal routing through constant function market makers