## The multiplicative weights update method: a meta algorithm and applications (2005)

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by
Sanjeev Arora
,
Elad Hazan
,
Satyen Kale

Citations: | 53 - 10 self |

### BibTeX

@TECHREPORT{Arora05themultiplicative,

author = {Sanjeev Arora and Elad Hazan and Satyen Kale},

title = {The multiplicative weights update method: a meta algorithm and applications},

institution = {},

year = {2005}

}

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### Abstract

Algorithms in varied fields use the idea of maintaining a distribution over a certain set and use the multiplicative update rule to iteratively change these weights. Their analysis are usually very similar and rely on an exponential potential function. We present a simple meta algorithm that unifies these disparate algorithms and drives them as simple instantiations of the meta algorithm. 1