Finite-Time Analysis of Stochastic Nonconvex Nonsmooth Optimization on the Riemannian Manifolds

Emre Sahinoglu, Youbang Sun, Shahin Shahrampour

Advances in Neural Information Processing Systems 38 (NeurIPS 2025) Main Conference Track

This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to the Riemannian setting as a performance metric for nonsmooth optimization on manifolds. We then propose a Riemannian Online to NonConvex (RO2NC) algorithm, for which we establish the sample complexity of $O(\epsilon^{-3}\delta^{-1})$ in finding ($\delta,\epsilon$)-stationary points. This result is the first-ever finite-time guarantee for fully nonsmooth, nonconvex optimization on manifolds and matches the optimal complexity in the Euclidean setting. When gradient information is unavailable, we develop a zeroth order version of RO2NC algorithm (ZO-RO2NC), for which we establish the same sample complexity. The numerical results support the theory and demonstrate the practical effectiveness of the algorithms.