Commits on Aug 13, 2024

1. renepay: add const probability cost …

   The probability for a success forward of x amount on a channel is now
   computed as:
   
   	P_success(x) = b * P_rene(x)
   
   where P_rene(x) is the probability distribution proposed by Rene
   Pickhardt with a uniform distribution on the known liquidity of the
   channel and 'b' is a new parameter we add in this PR, by the name of
   "base probability". The "base probability" represents the probability
   for a channel in the network choosen at random to be able to forward at
   least 1msat, ie. of being alive, non-depleted and with at least one HTLC
   slot. We don't know the value of 'b', but for the moment we assume that
   it is 0.98 and use that as default.
   
   As a consequence the probability cost becomes non-linear and non-convex
   because of the additional constant term:
   
   	Cost(x) = - log P_success(x)
   	        = - log b  -  - log P_rene(x)
   		= - log b  +  Cost_rene(x)
   
   We currently don't handle well base fees and neither this additional
   "base probability" but we can as a first approximation linearize the
   cost function in this way:
   
   	Cost_linear(x) = (- log b)*x  +  Cost_rene_linear(x)
   
   Changelog-Added: renepay: Add a dev parameter to renepay that represents
   a constant probability of availability for all channels in the network.
   
   Signed-off-by: Lagrang3 <[email protected]>

   

   Lagrang3 committed Aug 13, 2024
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