Nonlinear and nonconvex optimization problems are vital and fundamental problems in science and engineering fields. In this article, a novel finite-time circadian rhythms learning network (called FT-CRLN) is proposed for solving nonlinear and nonconvex optimization problems with periodic noises. Different from the traditional recurrent neural networks, the proposed FT-CRLN can suppress the periodic noise notably and achieve excellent convergence performance in solving nonlinear and nonconvex problems. The theoretical analysis and rigorous mathematical proof verify the superior convergence, high accuracy, and strong robustness of the proposed FT-CRLN. The simulation results demonstrate the effectiveness and robustness of the proposed FT-CRLN in solving nonlinear and nonconvex problems compared with other state-of-art neural networks.