Uniswap V3, Convex Optimization, Arbitrage, Routing, English.
target function subject to a number of constraints provided (1) and (2) fulfil certain “convexity” conditions In what follows I will ignore (3) and just posit that the problem does indeed fulfil those conditions, otherwise cvxpy will warn us, and I will focus on (1) and (2). Angeris et al discuss