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A Splitting Augmented Lagrangian Method for Low Multilinear-Rank Tensor Recovery
This paper studies a recovery task of finding a low multilinear-rank tensor
that fulfills some linear constraints in the general settings, which has many
applications in computer vision and graphics. This problem is named as the low
multilinear-rank tensor recovery problem. The variable splitting technique and
convex relaxation technique are used to transform this problem into a tractable
constrained optimization problem. Considering the favorable structure of the
problem, we develop a splitting augmented Lagrangian method to solve the
resulting problem. The proposed algorithm is easily implemented and its
convergence can be proved under some conditions. Some preliminary numerical
results on randomly generated and real completion problems show that the
proposed algorithm is very effective and robust for tackling the low
multilinear-rank tensor completion problem
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