Weighted Nuclear Norm Minimization and Its Applications to Low Level Vision

Abstract

As a convex relaxation of the rank minimization model, the nuclear norm minimization (NNM) problem has been attracting significant research interest in recent years. The standard NNM regularizes each singular value equally, composing an easily calculated convex norm. However, this restricts its capability and flexibility in dealing with many practical problems, where the singular values have clear physical meanings and should be treated differently. In this paper we study the weighted nuclear norm minimization (WNNM) problem, which adaptively assigns weights on different singular values. As the key step of solving general WNNM models, the theoretical properties of the weighted nuclear norm proximal (WNNP) operator are investigated. Albeit nonconvex, we prove that WNNP is equivalent to a standard quadratic programming problem with linear constrains, which facilitates solving the original problem with off-the-shelf convex optimization solvers. In particular, when the weights are sorted in a non-descending order, its optimal solution can be easily obtained in closed-form. With WNNP, the solving strategies for multiple extensions of WNNM, including robust PCA and matrix completion, can be readily constructed under the alternating direction method of multipliers paradigm. Furthermore, inspired by the reweighted sparse coding scheme, we present an automatic weight setting method, which greatly facilitates the practical implementation of WNNM. The proposed WNNM methods achieve state-of-the-art performance in typical low level vision tasks, including image denoising, background subtraction and image inpainting.

Appendix

In this appendix, we provide the proof details of the theoretical results in the main text.

1.1 Proof of Theorem 1

Proof

For any ${{\varvec{X}}}, {{\varvec{Y}}}\in \mathfrak {R}^{m\times {n}}(m>n)$ , denote by $\bar{{{\varvec{U}}}}{{\varvec{D}}}\bar{{{\varvec{V}}}}^T$ and ${{\varvec{U}}}\varvec{\varSigma }{{\varvec{V}}}^T$ the singular value decomposition of matrix ${{\varvec{X}}}$ and ${{\varvec{Y}}}$, respectively, where $\varvec{\varSigma }=\left( \begin{array}{cc} diag(\sigma _1,\sigma _2,...,\sigma _n)\\ \mathbf 0 \end{array} \right) \in \mathfrak {R}^{m\times {n}}$, and ${{\varvec{D}}}=\left( \begin{array}{cc} diag(d_1,d_2,...,d_n)\\ \mathbf 0 \end{array} \right)$ are the diagonal singular value matrices. Based on the property of Frobenius norm, the following derivations hold:

$$\begin{aligned}&\Vert {{\varvec{Y}}}-{{\varvec{X}}}\Vert _F^2+\Vert {{\varvec{X}}}\Vert _{w,*}\\&\quad = Tr\left( {{\varvec{Y}}}^T{{\varvec{Y}}}\right) -2Tr\left( {{\varvec{Y}}}^T{{\varvec{X}}}\right) +Tr\left( {{\varvec{X}}}^T{{\varvec{X}}}\right) +\sum _i^n w_i d_i\\&\quad =\sum _i^n\sigma _i^2-2Tr\left( {{\varvec{Y}}}^T{{\varvec{X}}}\right) +\sum _i^nd_i^2+\sum _i^n w_id_i. \end{aligned}$$

Based on the von Neumann trace inequality in Lemma 1, we know that $Tr\left( {{\varvec{Y}}}^T{{\varvec{X}}}\right)$ achieves its upper bound $\sum _i^n\sigma _i d_i$ if ${{\varvec{U}}} = \bar{{{\varvec{U}}}}$ and ${{\varvec{V}}} = \bar{{{\varvec{V}}}}$. Then, we have

$$\begin{aligned}&\min _{{\varvec{X}}}\Vert {{\varvec{Y}}}-{{\varvec{X}}}\Vert _F^2+\Vert {{\varvec{X}}}\Vert _{w,*}\\&\quad \Leftrightarrow \min _{{\varvec{D}}}\sum _i^n\sigma _i^2-2\sum _i^n\sigma _i d_i+\sum _i^nd_i^2+\sum _i^n w_id_i\\&\quad s.t. d_1\ge d_2 \ge ...\ge d_n \ge 0 \\&\quad \Leftrightarrow \min _{{{\varvec{D}}}}\sum _{i}(d_i-\sigma _i)^2+w_id_i\\&\quad s.t. ~d_1\ge d_2 \ge ...\ge d_n \ge 0. \end{aligned}$$

From the above derivation, we can see that the optimal solution of the WNNP problem in (5) is

$$\begin{aligned} {{\varvec{X}}}^*= {{\varvec{U}}}{{\varvec{D}}}{{\varvec{V}}}^T, \end{aligned}$$

where ${{\varvec{D}}}$ is the optimum of the constrained quadratic optimization problem in (6).

End of proof. $\square$

1.2 Proof of Corollary 1

Proof

Without considering the constraint, the optimization problem (6) degenerates to the following unconstrained formula:

$$\begin{aligned}&\min _{d_i\ge 0}(d_i-\sigma _i)^2+w_id_i\\&\quad \Leftrightarrow \min _{d_i\ge 0}\left( d_i-(\sigma _i-\frac{w_i}{2})\right) ^2. \end{aligned}$$

It is not difficult to derive its global optimum as:

$$\begin{aligned} \bar{d}_i = max\left( \sigma _i-\frac{w_i}{2},0\right) ,~i=1,2,...,n. \end{aligned}$$

(15)

Since we have $\sigma _1 \ge \sigma _2 \ge ... \ge \sigma _n$ and the weight vector has a non-descending order $w_1\le w_2 \le ... \le w_n$, it is easy to see that $\bar{d}_1 \ge \bar{d}_2 \ge ... \ge \bar{d}_n$. Thus, $\bar{d}_{i=1,2,...,n}$ satisfy the constraint of (6), and the solution in (15) is then the globally optimal solution of the original constrained problem in (6).

End of proof. $\square$

1.3 Proof of Theorem 2

Proof

Denote by ${{\varvec{U}}}_k\varvec{\varLambda }_k{{\varvec{V}}}_k^T$ the SVD of the matrix $\{{{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_k-{{\varvec{E}}}_{k+1}\}$ in the $(k+1)$-th iteration, where $\varvec{\varLambda }_k = \{diag(\sigma _k^1, \sigma _k^2 , ..., \sigma _k^n)\}$ is the diagonal singular value matrix. Based on the conclusion of Corollary 1, we have

$$\begin{aligned} {{\varvec{X}}}_{k+1}={{{\varvec{U}}}_k\varvec{\varSigma }_k{{\varvec{V}}}_k^T}, \end{aligned}$$

(16)

where $\varvec{\varSigma }_k = {\mathcal {S}}_\mathbf{w /\mu _k}(\varvec{\varLambda }_k)$ is the singular value matrix after weighted shrinkage. Based on the Lagrange multiplier updating method in step 5 of Algorithm 1, we have

$$\begin{aligned} \begin{aligned} \Vert {{\varvec{L}}}_{k+1}\Vert _F&=\Vert {{\varvec{L}}}_k+\mu _k({{\varvec{Y}}}-{{\varvec{X}}}_{k+1}-{{\varvec{E}}}_{k+1})\Vert _F\\&=\mu _k\Vert \mu _k^{-1}{{\varvec{L}}}_k+{{\varvec{Y}}}-{{\varvec{X}}}_{k+1}-{{\varvec{E}}}_{k+1}\Vert _F\\&=\mu _k\Vert {{\varvec{U}}}_k\varvec{\varLambda }_k{{\varvec{V}}}_k^T-{{\varvec{U}}}_k\varvec{\varSigma }_k{{\varvec{V}}}_k^T\Vert _F\\&=\mu _k\Vert \varvec{\varLambda }_k-\varvec{\varSigma }_k\Vert _F\\&=\mu _k\Vert \varvec{\varLambda }_k - \mathcal {S}_\mathbf{w /\mu _k}(\varvec{\varLambda }_k)\Vert _F\\&\le \mu _k\sqrt{\sum _i \left( \frac{w_i}{\mu _k}\right) ^2}\\&=\sqrt{\sum _i w_i^2}. \end{aligned} \end{aligned}$$

(17)

Thus, $\{{{\varvec{L}}}_{k}\}$ is bounded.

To analyze the boundedness of $\varGamma ({{\varvec{X}}}^{k+1},{{\varvec{E}}}^{k+1},{{\varvec{L}}}^{k},\mu ^k)$, first we can see the following inequality holds because in step 3 and step 4 we have achieved the globally optimal solutions of the ${{\varvec{X}}}$ and ${{\varvec{E}}}$ subproblems:

$$\begin{aligned} \varGamma ({{\varvec{X}}}_{k+1},{{\varvec{E}}}_{k+1},{{\varvec{L}}}_{k},\mu _k)\le \varGamma ({{\varvec{X}}}_{k},{{\varvec{E}}}_{k},{{\varvec{L}}}_{k},\mu _k). \end{aligned}$$

Then, based on the way we update ${{\varvec{L}}}$:

$$\begin{aligned} {{\varvec{L}}}_{k+1} = {{\varvec{L}}}_k+\mu _k({{\varvec{Y}}}-{{\varvec{X}}}_{k+1}-{{\varvec{E}}}_{k+1}), \end{aligned}$$

there is

$$\begin{aligned}&\varGamma (X_k,E_k,L_k,\mu _k) \\&\quad = \varGamma (X_k,E_k,L_{k-1},\mu _{k-1})\\&\qquad +\frac{\mu _k-\mu _{k-1}}{2}\left\| Y-X_{k}-E_{k}\right\| _F^2\\&\qquad +\langle L_k-L_{k-1},Y-X_k-E_k\rangle \\&\quad = \varGamma (X_k,E_k,L_{k-1},\mu _{k-1})\\&\qquad +\frac{\mu _k - \mu _{k-1}}{2}\left\| \mu ^{-1}_{k-1}\left( L_k-L_{k-1}\right) \right\| _F^2\\&\qquad +\left\langle L_k-L_{k-1},\mu ^{-1}_{k-1}\left( L_k-L_{k-1}\right) \right\rangle \\&\quad = \varGamma (X_k,E_k,L_{k-1},\mu _{k-1})\\&\qquad +\frac{\mu _k+\mu _{k-1}}{2\mu ^{2}_{k-1}}\left\| L_k-L_{k-1}\right\| _F^2. \end{aligned}$$

Denote by $\Theta$ the upper bound of $\Vert {{\varvec{L}}}_k-{{\varvec{L}}}_{k-1}\Vert _F^2$ for all $\{k=1,\ldots ,\infty \}$. We have

$$\begin{aligned} \varGamma ({{\varvec{X}}}_{k+1},{{\varvec{E}}}_{k+1},{{\varvec{L}}}_{k},\mu _k)\le&\varGamma ({{\varvec{X}}}_{1},{{\varvec{E}}}_{1},{{\varvec{L}}}_{0},\mu _0)\\&+\varTheta \sum _{k=1}^\infty \frac{\mu _k+\mu _{k-1}}{2\mu _{k-1}^{2}}. \end{aligned}$$

Since the penalty parameter $\{\mu _k\}$ satisfies $\sum _{k=1}^\infty \mu _k^{-2}\mu _{k+1}<+\infty$, we have

$$\begin{aligned} \sum _{k=1}^\infty \frac{\mu _k+\mu _{k-1}}{2\mu _{k-1}^{2}}\le \sum _{k=1}^\infty \mu _{k-1}^{-2}\mu _{k}<+\infty . \end{aligned}$$

Thus, we know that $\varGamma ({{\varvec{X}}}^{k+1},{{\varvec{E}}}^{k+1},{{\varvec{L}}}^{k},\mu ^k)$ is also upper bounded.

The boundedness of $\{{{\varvec{X}}}^{k}\}$ and $\{{{\varvec{E}}}^{k}\}$ can be easily deduced as follows:

$$\begin{aligned}&\Vert {{\varvec{E}}}_{k}\Vert _1+\Vert {{\varvec{X}}}_{k}\Vert _{w,*}\\&\quad =\varGamma ({{\varvec{X}}}_{k},{{\varvec{E}}}_{k},{{\varvec{L}}}_{k-1},\mu _{k-1})+\frac{\mu _{k-1}}{2}( \frac{1}{\mu ^2_{k-1}}\Vert {{\varvec{L}}}_{k-1}\Vert _F^2\\&\qquad - \Vert {{\varvec{Y}}}-{{\varvec{X}}}_k-{{\varvec{E}}}_k+ \frac{1}{\mu _{k-1}}{{\varvec{L}}}_{k-1}\Vert _F^2)\\&\quad = \varGamma ({{\varvec{X}}}_{k},{{\varvec{E}}}_{k},{{\varvec{L}}}_{k-1},\mu _{k-1})-\frac{1}{2\mu _{k-1}}(\Vert {{\varvec{L}}}_{k}\Vert _F^2-\Vert {{\varvec{L}}}_{k-1}\Vert _F^2). \end{aligned}$$

Thus, $\{{{\varvec{X}}}_{k}\}$, $\{{{\varvec{E}}}_{k}\}$ and $\{{{\varvec{L}}}_{k}\}$ generated by the proposed algorithm are all bounded. There exists at least one accumulation point for $\{{{\varvec{X}}}_{k},{{\varvec{E}}}_{k},{{\varvec{L}}}_{k}\}$. Specifically, we have

$$\begin{aligned} \lim _{k\rightarrow \infty }\Vert {{\varvec{Y}}}-{{\varvec{X}}}_{k+1}-{{\varvec{E}}}_{k+1}\Vert _F&=\lim _{k\rightarrow \infty }\frac{1}{\mu _k}\Vert {{\varvec{L}}}_{k+1}-{{\varvec{L}}}_{k}\Vert _F =0, \end{aligned}$$

and the accumulation point is a feasible solution to the objective function.

We then prove that the change of the variables in adjacent iterations tends to be zero. For the ${{\varvec{E}}}$ subproblem in step 3, we have

$$\begin{aligned}&\lim _{k\rightarrow \infty }\Vert {{\varvec{E}}}_{k+1}-{{\varvec{E}}}_{k}\Vert _F\\&\quad =\lim _{k\rightarrow \infty }\Vert \mathcal {S}_{\frac{1}{\mu _k}}\left( {{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_{k}-{{\varvec{X}}}_{k}\right) -\left( {{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_{k}-{{\varvec{X}}}_{k}\right) \\&\qquad -2\mu _k^{-1}{{\varvec{L}}}_{k}-\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}\Vert _F\\&\quad \le \lim _{k\rightarrow \infty }\frac{mn}{\mu _k}+\Vert 2\mu _k^{-1}{{\varvec{L}}}_{k}+\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}\Vert _F=0, \end{aligned}$$

in which $\mathcal {S}_{\frac{1}{\mu _k}}(\cdot )$ is the soft-thresholding operation with parameter $\frac{1}{\mu _k}$, and m and n are the size of matrix ${{\varvec{Y}}}$.

To prove $\lim _{k\rightarrow \infty }\Vert {{\varvec{X}}}_{k+1}-{{\varvec{X}}}_{k}\Vert _F=0$, we recall the updating strategy in Algorithm 1 which makes the following inequalities hold:

$$\begin{aligned}&{{\varvec{X}}}_{k}={{{\varvec{U}}}_{k-1}\mathcal {S}_\mathbf{w /\mu _{k-1}}(\varvec{\varLambda }_{k-1}){{\varvec{V}}}_{k-1}^T},\\&{{\varvec{X}}}_{k+1}={{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_{k}-{{\varvec{E}}}_{k+1}-\mu _k^{-1}{{\varvec{L}}}_{k+1}, \end{aligned}$$

where ${{\varvec{U}}}_{k-1}\varvec{\varLambda }_{k-1}{{\varvec{V}}}_{k-1}^T$ is the SVD of the matrix $\{{{\varvec{Y}}}+\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}-{{\varvec{E}}}_{k}\}$ in the k-th iteration. We then have

$$\begin{aligned}&\lim _{k\rightarrow \infty }\Vert {{\varvec{X}}}_{k+1}-{{\varvec{X}}}_{k}\Vert _F\\&\quad =\lim _{k\rightarrow \infty }\Vert ({{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_{k}-{{\varvec{E}}}_{k+1}-\mu _k^{-1}{{\varvec{L}}}_{k+1})-{{\varvec{X}}}_{k}\Vert _F\\&\quad =\lim _{k\rightarrow \infty }\Vert ({{\varvec{Y}}}+\mu _k^{-1}{{\varvec{L}}}_{k}-{{\varvec{E}}}_{k+1}-\mu _k^{-1}{{\varvec{L}}}_{k+1})-{{\varvec{X}}}_{k}\\&\qquad +({{\varvec{E}}}_{k}+\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1})-({{\varvec{E}}}_{k}+\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1})\Vert _F\\&\quad \le \lim _{k\rightarrow \infty }\Vert {{\varvec{Y}}}+\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}-{{\varvec{E}}}_{k}-{{\varvec{X}}}_{k}\Vert _F+\Vert {{\varvec{E}}}_{k}\\&\qquad -{{\varvec{E}}}_{k+1}+\mu _{k}^{-1}{{\varvec{L}}}_{k}-\mu _k^{-1}{{\varvec{L}}}_{k+1}-\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}\Vert _F\\&\quad \le \lim _{k\rightarrow \infty }\Vert \varvec{\varLambda }_{k-1} - \mathcal {S}_\mathbf{w /\mu _{k-1}}(\varvec{\varLambda }_{k-1})\Vert _F+\Vert {{\varvec{E}}}_{k}-{{\varvec{E}}}_{k+1}\Vert _F\\&\qquad +\Vert \mu _{k}^{-1}{{\varvec{L}}}_{k}-\mu _k^{-1}{{\varvec{L}}}_{k+1}-\mu _{k-1}^{-1}{{\varvec{L}}}_{k-1}\Vert _F\\&\quad = 0. \end{aligned}$$

End of proof. $\square$

1.4 Proof of Remark 1

Proof

Based on the conclusion of Theorem 1, the WNNM problem can be equivalently transformed to a constrained singular value optimization problem. Furthermore, when utilizing the reweighting strategy $w_i^{\ell +1}=\frac{C}{\sigma _i^\ell ({{\varvec{X}}})+\varepsilon }$, the singular values of ${{\varvec{X}}}$ are consistently sorted in a non-ascending order. The weight vector thus follows the non-descending order. It is then easy to deduce that the sorted orders of the sequences $\{\sigma _i({{\varvec{Y}}}), \sigma _i({{\varvec{X}}}_\ell ),w_i^\ell ; i=1,2,\cdots ,n\}$ keep unchanged during the iteration. Thus, the optimization for each singular value $\sigma _i({{\varvec{X}}})$ can be analyzed independently. For the purpose of simplicity, in the following development we omit the subscript i and denote by y a singular value of matrix ${{\varvec{Y}}}$, and denote by x and w the corresponding singular value of ${{\varvec{X}}}$ and its weight.

For the weighting strategy $w^\ell =\frac{C}{x^{\ell -1}+\varepsilon }$, we have

$$\begin{aligned} x^\ell =max\left( y-\frac{C}{x^{\ell -1}+\varepsilon },0\right) . \end{aligned}$$

Since we initialize $x^0$ as the singular value of matrix ${{\varvec{X}}}_0={{\varvec{Y}}}$, and each $x^\ell$ is a result of soft-thresholding operation on positive value $y=\sigma _i({{\varvec{Y}}})$, $\{x^\ell \}$ is a non-negative sequence. The convergence value $\lim _{\ell \rightarrow \infty } x^\ell$ for different conditions are analyzed as follows.

• (1) $c_2<0$ From the definition of $c_1$ and $c_2$, we have $(y+\varepsilon )^2-4C<0$. In such case, the quadratic system $x^2+(\varepsilon -y)x+C-y\varepsilon =0$ does not have a real solution and function $f(x) = x^2+(\varepsilon -y)x+C-y\varepsilon$ gets its positive minimum value $C-y\varepsilon -\frac{(y-\varepsilon )^2}{4}$ at $x=\frac{y-\varepsilon }{2}$. $\forall \tilde{x}\ge 0$, the following inequalities hold

  $$\begin{aligned}&f(\tilde{x})\ge f\left( \frac{y-\varepsilon }{2}\right) \\&\tilde{x}^2+(\varepsilon -y)\tilde{x}\ge -\frac{(y-\varepsilon )^2}{4}\\&\tilde{x}-\frac{C-y\varepsilon -\frac{(y-\varepsilon )^2}{4}}{\tilde{x}+\varepsilon }\ge y-\frac{C}{\tilde{x}+\varepsilon }. \end{aligned}$$

  The sequence $x^{\ell +1}=max\left( y-\frac{C}{x^{\ell }+\varepsilon },0\right)$ with initialization $x^0=y$ is a monotonically decreasing sequence for any $x^\ell \ge 0$. We have $x^\ell <y$, and

  $$\begin{aligned} x^\ell -\left( y-\frac{C}{x^\ell +\varepsilon }\right) >\frac{C-y\varepsilon -\frac{(y-\varepsilon )^2}{4}}{y+\varepsilon }. \end{aligned}$$

  If $x^\ell \le \frac{C-y\varepsilon }{y}$, we have $y-\frac{C}{x^\ell +\varepsilon }\le 0$ and $x^{\ell +1} = max\left( y-\frac{C}{x^{\ell }+\varepsilon },0\right) =0$. If $x^\ell >\frac{C-y\varepsilon }{y}$, $\exists N\in \mathbb {N}$ makes $x^{\ell +N}<x^\ell -N\cdot \frac{C-y\varepsilon -\frac{(y-\varepsilon )^2}{4}}{y+\varepsilon }$ less than $\frac{C-y\varepsilon }{y}$. The sequence $\{x^\ell \}$ will shrink to 0 monotonically.

• (2) $c_2\ge 0$ In such case, we can know that $y>0$, because if $y=0$, we will have $c_2=(y+\varepsilon )^2-4C=\varepsilon ^2-4C<0$. For positive C and sufficiently small value $\varepsilon$, we can know that $c_1$ is also non-negative:

  $$\begin{aligned}&c_2 = (y+\varepsilon )^2-4C\ge 0\\&(y+\varepsilon )^2\ge 4C\\&y-\varepsilon \ge 2(\sqrt{C}-\varepsilon )\\&c_1=y-\varepsilon \ge 0. \end{aligned}$$

  Having $c_2\ge 0$, $c_1\ge 0$, we have

  $$\begin{aligned} \bar{x}_2 = \frac{y-\varepsilon +\sqrt{(y-\varepsilon )^2-4(C-\varepsilon y)}}{2}>0. \end{aligned}$$

  For any $x>\bar{x}_2>0$, the following inequalities hold:

  $$\begin{aligned}&f(x) = x^2+(\varepsilon -y)x+C-y\varepsilon>0\\&\left[ x-\left( y-\frac{C}{x+\varepsilon }\right) \right] (x+\varepsilon )>0\\&x>y-\frac{C}{x+\varepsilon } . \end{aligned}$$

  Furthermore, we have

  $$\begin{aligned} x>y-\frac{C}{x+\varepsilon }>y-\frac{C}{\bar{x}_2+\varepsilon }=\bar{x}_2. \end{aligned}$$

  Thus, for $x^0=y>\bar{x}_2$, we always have $x^\ell>x^{\ell +1}>\bar{x}_2$, the sequence is monotonically decreasing and has lower bound $\bar{x}_2$. The sequence will converge to $\bar{x}_2$, as we prove below. We propose a proof by contradiction. If ${x^\ell }$ converges to $\hat{x}\ne \bar{x}_2$, then we have $\hat{x}>\bar{x}_2$ and $f(\hat{x})>0$. By the definition of convergence, we can obtain that $\forall \epsilon >0$, $\exists N\in \mathbb {N}$ s.t. $\forall \ell \ge N$, the following inequality must be satisfied

  $$\begin{aligned} |x^\ell -\hat{x}|<\epsilon . \end{aligned}$$

  (18)

  We can also have the following inequalies

  $$\begin{aligned}&f(x^N) \ge f(\hat{x})\\&\left[ x^N-\left( y-\frac{C}{x^N+\varepsilon }\right) \right] (x^N+\varepsilon ) \ge f(\hat{x})\\&\left[ x^N-\left( y-\frac{C}{x^N+\varepsilon }\right) \right] (y+\varepsilon ) \ge f(\hat{x})\\&x^N-\left( y-\frac{C}{x^N+\varepsilon }\right) \ge \frac{f(\hat{x})}{y+\varepsilon }\\&x^{N}-x^{N+1}>\frac{f(\hat{x})}{y+\varepsilon } \end{aligned}$$

  If we take $\epsilon =\frac{f(\hat{x})}{2(y+\varepsilon )}$, then $x^{N}-x^{N+1}> 2\epsilon$, and we can thus obtain

  $$\begin{aligned}&|x^{N+1}-\hat{x}|\\= & {} |x^{N+1}-x^N+x^N-\hat{x}|\\\ge & {} \left| |x^{N+1}-x^N|-|x^N-\hat{x}|\right| \\\le & {} |2\epsilon -\epsilon |=\epsilon \end{aligned}$$

  This is however a contradiction to (18), and thus ${x^\ell }$ converges to ${\bar{x}}_2$.

End of proof. $\square$