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Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges of common GMMs when faced with high-dimensional data and complex densities which often demand a large number of Gaussian components. However, the expectation-maximization algorithm for fitting flexibly-tied GMMs still encounters difficulties with streaming and very large dimensional data. To overcome these challenges, this paper suggests the use of first-order stochastic optimization algorithms. Specifically, we propose a new stochastic optimization algorithm on the manifold of orthogonal matrices. Through numerous empirical results on both synthetic and real datasets, we observe that stochastic optimization methods can outperform the expectation-maximization algorithm in terms of attaining better likelihood, needing fewer epochs for convergence, and consuming less time per each epoch.