> that reference you can't find right now seems rather pertinent?
Here it is: https://arxiv.org/pdf/1707.08706.pdf (This isn't quite the one I was thinking of, so I'll dig a little deeper, but it covers the idea).
Some slightly more technical conditions have to hold in order to have vanilla GD work (since the function is non-differentiable at points), but a (very!) slightly generalized variant for convex functions—sub-gradient descent—works.
> for an arbitrary non-convex function.
Sure, but this is also obvious since it is NP-hard to reach global optima in arbitrary non-convex problems. Additionally, specifically on the case of GD, I can give simple examples that always fail (consider f(x) = 1 everywhere except f(0) = 0. GD always fails whenever the initial point, x_0 ≠ 0, since the gradient is zero everywhere, except at one point. Additionally, picking initializations randomly, we reach the global minimum with probability 0 whenever we have support with non-empty interior).
I'm afraid I disagree that this is what the OP intended, though, and I also disagree that the paper's claim implies what you've said, since they only study a very specific subproblem (e.g. minimization of empirical loss on ResNets).
The relative "ease" of this task vs solving arbitrary NP-hard problems is not difficult to believe, since, given a bunch of training examples, I can always generate a resnet that fits those examples perfectly (i.e. with zero loss) in poly-space in a very dumb way: first, generate a circuit that matches the look-up table of the training samples (which is poly-space in the number of samples and can be done in poly-time), then map that circuit to an NN.