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March 12, 20260 citationsOpen Access

Zeroth-Order Riemannian Adaptive Regularized Proximal Quasi-Newton Optimization Method

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YMYinpu MaCLCunlin LiZWZhichao Wang

Key Points

  • The goal is to develop a zeroth-order method for optimizing composite functions on Riemannian manifolds without requiring gradient information.
  • Developed the ZO-ARPQN method using randomized one-point finite-difference approximations.
  • Applied the method on Stiefel and SPD manifolds.
  • Incorporated curvature-aware regularization to enhance optimization.
  • Conducted numerical experiments on manifold-constrained problems.
  • Confirmed global convergence of ZO-ARPQN under minimal assumptions.
  • Demonstrated the ability to escape strict saddle points with high probability.
  • Showed competitive performance compared to state-of-the-art Riemannian optimization methods.

Abstract

Recently, the adaptive regularized proximal quasi-Newton (ARPQN) method has demonstrated a strong performance in solving composite optimization problems over the Stiefel manifold. However, its reliance on first-order information limits its applicability to scenarios where gradient and Hessian evaluations are unavailable or costly. In this paper, we propose a zeroth-order adaptive regularized proximal quasi-Newton method (ZO-ARPQN) for black-box composite optimization over Riemannian manifolds, particularly the Stiefel and symmetric positive definite (SPD) manifolds. The proposed method estimates the Riemannian gradient and curvature information through randomized one-point finite-difference approximations and adaptively updates a regularized quasi-Newton matrix to capture the local manifold geometry. Theoretically, we established global convergence and complex analyses under mild assumptions. More importantly, by incorporating curvature-aware regularization and random perturbations in the proximal quasi-Newton framework, we proved that ZO-ARPQN can escape strict saddle points with a high probability. This guarantees convergence to a stationary point, even in the absence of explicit gradients. Extensive numerical experiments were conducted on manifold-constrained problems, including sparse PCA and robot stiffness tuning. These demonstrated that ZO-ARPQN shows a competitive convergence behavior compared with other state-of-the-art Riemannian optimization methods, while requiring only function evaluations.

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Cite This Study

Ma et al. (2026) studied this question.

synapsesocial.com/papers/69b25b4996eeacc4fcec9de2https://doi.org/10.3390/axioms15030203
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