In this paper, we study a fully composite formulation of convex optimization problems, which includes, as a particular case, the problems with functional constraints, max-type minimization problems…
We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular, we explicitly d…
In this paper, we complement the framework of bilevel unconstrained minimization (BLUM) [Y. Nesterov, Math. Program., to appear] by a new pth-order proximal-point method convergent as O(k−(3p+1)/…
In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the wel…