Multiplicative weights update method
Alexander M. Dalzell, Sam McArdle, Mario Berta, Przemyslaw Bienias, Chi-Fang Chen, András Gilyén, Connor T. Hann, Michael J. Kastoryano, Emil T. Khabiboulline, Aleksander Kubica, Grant Salton, Samson Wang, Fernando G. S. L. Brandão · Cambridge University Press eBooks · 2025
This chapter covers the multiplicative weights update method, a quantum algorithmic primitive for certain continuous optimization problems. This method is a framework for classical algorithms, but it can be made quantum by incorporating the quantum algorithmic primitive of Gibbs sampling and amplitude amplification. The framework can be applied to solve linear programs and related convex problems, or generalized to handle matrix-valued weights and used to solve semidefinite programs.