What is the mathematical formulation of the path optimizer?

[samlaf]

Are you using this: https://en.wikipedia.org/wiki/Shortest_path_problem#Linear_programming_formulation ?

[stochastic-thread]

@samlaf https://github.com/hzjken/crypto-arbitrage-framework/blob/master/crypto/path_optimizer.py

[samlaf]

I know... but that's the code. It would take me ages to parse through it. That's why I was asking what high-level mathematical formulation you are using, so that I can start from that to help me understand the code.