They provided a "snippet" of a prompt here [1] which is not only a beast, but also seems reasonably likely to have been LLM generated. So they're using LLMs to parse a vast body of mathematical work, probably including what people themselves are 'privately' working on with GPT, and then prompting other LLMs to work on such.
[1] - https://github.com/openai/math/blob/main/reasoning_traces/re...