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To enhance the effectiveness and efficiency of subspace clustering in visual tasks, this work introduces a novel approach that automatically eliminates the optimal mean, which is embedded in the subspace clustering framework of low-rank representation (LRR) methods, along with the computationally factored formulation of Schatten p -norm. By addressing the issues related to meaningful computations involved in some LRR methods and overcoming biased estimation of the low-rank solver, we propose faster nonconvex subspace clustering methods through joint Schatten p -norm factorization with optimal mean (JS p NFOM), forming a unified framework for enhancing performance while reducing time consumption. The proposed approach employs tractable and scalable factor techniques, which effectively address the disadvantages of higher computational complexity, particularly when dealing with large-scale coefficient matrices. The resulting nonconvex minimization problems are reformulated and further iteratively optimized by multivariate weighting algorithms, eliminating the need for singular value decomposition (SVD) computations in the developed iteration procedures. Moreover, each subproblem can be guaranteed to obtain the closed-form solver, respectively. The theoretical analyses of convergence properties and computational complexity further support the applicability of the proposed methods in real-world scenarios. Finally, comprehensive experimental results demonstrate the effectiveness and efficiency of the proposed nonconvex clustering approaches compared to existing state-of-the-art methods on several publicly available databases. The demonstrated improvements highlight the practical significance of our work in subspace clustering tasks for visual data analysis. The source code for the proposed algorithms is publicly accessible at https://github.com/ZhangHengMin/TRANSUFFC.

Decomposing data matrix into low-rank plus additive matrices is a commonly used strategy in pattern recognition and machine learning. This article mainly studies the alternating direction method of multiplier (ADMM) with two dual variables, which is used to optimize the generalized nonconvex nonsmooth low-rank matrix recovery problems. Furthermore, the minimization framework with a feasible optimization procedure is designed along with the theoretical analysis, where the variable sequences generated by the proposed ADMM can be proved to be bounded. Most importantly, it can be concluded from the Bolzano-Weierstrass theorem that there must exist a subsequence converging to a critical point, which satisfies the Karush-Kuhn-Tucher (KKT) conditions. Meanwhile, we further ensure the local and global convergence properties of the generated sequence relying on constructing the potential objective function. Particularly, the detailed convergence analysis would be regarded as one of the core contributions besides the algorithm designs and the model generality. Finally, the numerical simulations and the real-world applications are both provided to verify the consistence of the theoretical results, and we also validate the superiority in performance over several mostly related solvers to the tasks of image inpainting and subspace clustering.

Recently, there is a rapidly increasing attraction for the efficient recovery of low-rank matrix in computer vision and machine learning. The popular convex solution of rank minimization is nuclear norm-based minimization (NNM), which usually leads to a biased solution since NNM tends to overshrink the rank components and treats each rank component equally. To address this issue, some nonconvex nonsmooth rank (NNR) relaxations have been exploited widely. Different from these convex and nonconvex rank substitutes, this paper first introduces a general and flexible rank relaxation function named weighted NNR relaxation function, which is actually derived from the initial double NNR (DNNR) relaxations, i.e., DNNR relaxation function acts on the nonconvex singular values function (SVF). An iteratively reweighted SVF optimization algorithm with continuation technology through computing the supergradient values to define the weighting vector is devised to solve the DNNR minimization problem, and the closed-form solution of the subproblem can be efficiently obtained by a general proximal operator, in which each element of the desired weighting vector usually satisfies the nondecreasing order. We next prove that the objective function values decrease monotonically, and any limit point of the generated subsequence is a critical point. Combining the Kurdyka-Łojasiewicz property with some milder assumptions, we further give its global convergence guarantee. As an application in the matrix completion problem, experimental results on both synthetic data and real-world data can show that our methods are competitive with several state-of-the-art convex and nonconvex matrix completion methods.

The recent studies have found that the nonconvex relaxation functions usually perform better than the convex counterparts in the l 0 -norm and rank function minimization problems. However, due to the absence of convexity in these nonconvex problems, developing efficient algorithms with convergence guarantee becomes very challenging. Inspired by the basic ideas of both the Jacobian alternating direction method of multipliers (JADMMs) for solving linearly constrained problems with separable objectives and the proximal gradient methods (PGMs) for optimizing the unconstrained problems with one variable, this paper focuses on extending the PGMs to the proximal Jacobian iteration methods (PJIMs) for handling with a family of nonconvex composite optimization problems with two splitting variables. To reduce the total computational complexity by decreasing the number of iterations, we devise the accelerated version of PJIMs through the well-known Nesterov's acceleration strategy and further extend both to solve the multivariable cases. Most importantly, we provide a rigorous convergence analysis, in theory, to show that the generated variable sequence globally converges to a critical point by exploiting the Kurdyka-Łojasiewica (KŁ) property for a broad class of functions. Furthermore, we also establish the linear and sublinear convergence rates of the obtained variable sequence in the objective function. As the specific application to the nonconvex sparse and low-rank recovery problems, several numerical experiments can verify that the newly proposed algorithms not only keep fast convergence speed but also have high precision.