Use log probability in path-finding #2257
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t-bast
approved these changes
May 10, 2022
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Dijkstra's algorithm assumes that each edge has a fixed weight that does not depend on the rest of the path. In our case this assumption is broken when computing a cost for failed payments as it depends on all the edges of the path. We fix this by adding the possibility to use log probabilities which can be added per edge and offer a good approximation as long as the probabilities stay close to 1.
Edges still don't have a perfectly fixed weight because the fee of an edge depends on the fees of the previous edges, however since fees are typically low, it shouldn't matter in practice.