A corrected tensor nuclear norm minimization method for noisy low-rank tensor completion

Abstract

© 2019 Society for Industrial and Applied Mathematics. In this paper, we study the problem of low-rank tensor recovery from limited sampling with noisy observations for third-order tensors. A tensor nuclear norm method based on a convex relaxation of the tubal rank of a tensor has been used and studied for tensor completion. In this paper, we propose to incorporate a corrected term in the tensor nuclear norm method for tensor completion. Theoretically, we provide a nonasymptotic error bound of the corrected tensor nuclear norm model for low-rank tensor completion. Moreover, we develop and establish the convergence of a symmetric Gauss{Seidel based multiblock alternating direction method of multipliers to solve the proposed correction model. Extensive numerical examples on both synthetic and real-world data are presented to validate the superiority of the proposed model over several state-of-the-art methods.