  A tensor nuclear norm (TNN) based method for solving the tensor recovery
problem was recently proposed, and it has achieved state-of-the-art
performance. However, it may fail to produce a highly accurate solution since
it tends to treats each frontal slice and each rank component of each frontal
slice equally. In order to get a recovery with high accuracy, we propose a
general and flexible rank relaxation function named double weighted nonconvex
nonsmooth rank (DWNNR) relaxation function for efficiently solving the third
order tensor recovery problem. The DWNNR relaxation function can be derived
from the triple nonconvex nonsmooth rank (TNNR) relaxation function by setting
the weight vector to be the hypergradient value of some concave function,
thereby adaptively selecting the weight vector. To accelerate the proposed
model, we develop the general inertial smoothing proximal gradient method.
Furthermore, we prove that any limit point of the generated subsequence is a
critical point. Combining the Kurdyka-Lojasiewicz (KL) property with some
milder assumptions, we further give its global convergence guarantee.
Experimental results on a practical tensor completion problem with both
synthetic and real data, the results of which demonstrate the efficiency and
superior performance of the proposed algorithm.
