Infeasible Momentum Orthogonalized Methods for Optimization on the Stiefel Manifold
We study deterministic and stochastic optimization over the Stiefel manifold, explicitly allowing iterates to deviate from the manifold rather than enforcing feasibility via retraction at each step. We introduce Landom, a Landing-type method that constructs momentum in the relative-gradient direction, maps this update to its compact polar factor, and combines the resulting tangential step with a step along the negative gradient of the orthogonality penalty to improve feasibility. Under operator-to-nuclear smoothness, Landom achieves an $O(T^{-1/2})$ bound on the averaged nuclear norm of the relative gradient with exact gradients, and an $O(T^{-1/4})$ bound in expectation with stochastic momentum, bounded variance, and a fixed batch size. Our analysis also provides explicit pathwise bounds on the orthogonality residual, including its dependence on the step size and initial infeasibility. To address the coupling between objective and feasibility correction in Landom, we further propose Landom+, a two-timescale variant in which the tangential and normal step sizes are decoupled. By keeping the normal step size fixed, Landom+ achieves tighter control over the orthogonality residual following an initial transient while maintaining the respective convergence rates for stationarity. Numerical experiments across a range of applications illustrate that the proposed algorithms remain competitive with established manifold optimization approaches.