Riemannian Smoothing Gradient Type Algorithms]{Riemannian Smoothing Gradient Type Algorithms for Nonsmooth Optimization Problem on Compact Riemannian Submanifold Embedded in Euclidean Space
In this paper, we introduce the notion of generalized $ε$-stationarity for a class of nonconvex and nonsmooth composite minimization problems on compact Riemannian submanifold embedded in Euclidean space. To find a generalized $ε$-stationarity point, we develop a family of Riemannian gradient-type methods based on the Moreau envelope technique with a decreasing sequence of smoothing parameters, namely Riemannian smoothing gradient and Riemannian smoothing stochastic gradient methods. We prove that the Riemannian smoothing gradient method has the iteration complexity of $\mathcal{O}(ε^{-3})$ for driving a generalized $ε$-stationary point. To our knowledge, this is the best-known iteration complexity result for the nonconvex and nonsmooth composite problem on manifolds. For the Riemannian smoothing stochastic gradient method, one can achieve the iteration complexity of $\mathcal{O}(ε^{-5})$ for driving a generalized $ε$-stationary point. Numerical experiments are conducted to validate the superiority of our algorithms.