Relative smoothness—a notion introduced in Birnbaum et al. (Proceedings of the 12th ACM conference on electronic commerce, ACM, pp 127–136, 2011) and recently rediscovered Bauschke (Math Oper Res 330–348, 2016) Lu (Relatively-smooth convex optimization by first-order methods, applications, arXiv:1610.05708 , 2016)—generalizes standard smoothness typically used analysis gradient type methods. In...