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We consider sum-type strongly convex optimization problem (first term) withsmooth convex not proximal friendly composite (second term). We show that thecomplexity of this problem can be split into optimal number of incrementaloracle calls for the first (sum-type) term and optimal number of oracle callsfor the second (composite) term. Here under `optimal number' we mean estimatethat corresponds to the well known lower bound in the absence of another term.

Accelerated gradient sliding and variance reduction