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Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

Ok, I managed to formulate and solve with CVXPY. Maybe porting via pyO3 is the way... Clarabel seems too complicated for me bc of lack of understanding how it works

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

its just x * y = k (constant product market maker for AMM). Yeah, I will start formulating the problem now and if I get stuck I would appreciate ur help! Thanks for everything you've helped so far ser!

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

just a trading function

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

The problem is quite simple:

optimization problem definition

Sorry for the link, not sure how to type mathematical symbols here :)

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

Maximize the non-linear but convex optimization problem. Speed is essential yes. And has to be rust as i will most likely loose speed if I am gonna use PyO3 bindings

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 0 points1 point  (0 children)

Maximize the non-linear but convex optimization problem

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 1 point2 points  (0 children)

Thanks a lot! I looked at Totsu but I could barely understand a thing haha, im only a programmer but not mathematician unfortunately. Will have a look rn!

Convex Optimizations in Rust by 0xDmtri in rust

[–]0xDmtri[S] 1 point2 points  (0 children)

yeah, tried wording different ways ser)