An efficient algorithm for optimal routing through constant function market makers

DOI10.1007/978-3-031-47751-5_8zbMATH Open1545.91337MaRDI QIDQ6573995FDOQ6573995

Authors: Theo Diamandis, Max Resnick, Tarun Chitra, Guillermo Angeris 

Publication date: 17 July 2024

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Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Algorithm 778: L-BFGS-B
• Julia: a fresh approach to numerical computing
• JuMP: a modeling language for mathematical optimization
• Title not available (Why is that?)
• Conic optimization via operator splitting and homogeneous self-dual embedding
• A Limited Memory Algorithm for Bound Constrained Optimization
• Remark on ``Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization
• Decomposition Principle for Linear Programs
• Nonlinear programming
• Solving Natural Conic Formulations with Hypatia.jl
• MathOptInterface: A Data Structure for Mathematical Optimization Problems
• Global order routing on exchange networks

Cited In (2)

• Complexity-approximation trade-offs in exchange mechanisms: AMMs vs. LOBs
• Wombat—An Efficient Stableswap Algorithm

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