Nesterov, Jurij Evgenʹevič (contributor) - 2005
f(u;v); (4.1)
where U is a closed convex set in Eu, V is a closed convex set in Ev, function f(¢;v) is
convex in the … first argument on Eu for any v 2 V, and function f(u;¢) is concave in the
second argument on Ev for any u 2 U.
For set U we … the set Q:
d(x) = fidu(u)+(1¡fi)dv(v):
In this case, the prox-center of Q is x0 = (u0;v0). Defining the norm for E = Eu …