You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
author={Zihao Zhao and Kai-Chia Mo and Shing-Hei Ho and Brandon Amos and Kai Wang},
257
257
year={2025},
258
258
url={https://arxiv.org/abs/2512.02494},
259
+
codeurl={https://github.com/guaguakai/FFOLayer},
259
260
abstract={Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is both compute- and memory-intensive. To address this challenge, we propose a novel algorithm that computes the gradient using only first-order information. The key insight is to rewrite the differentiable optimization as a bilevel optimization problem and leverage recent advances in bilevel methods. Specifically, we introduce an active-set Lagrangian hypergradient oracle that avoids Hessian evaluations and provides finite-time, non-asymptotic approximation guarantees. We show that an approximate hypergradient can be computed using only first-order information in about constant time (up to logarithmic factors), leading to an overall complexity on the order of δ⁻¹ε⁻³ for constrained bilevel optimization, which matches the best known rate for non-smooth non-convex optimization. Furthermore, we release an open-source Python library that can be easily adapted from existing solvers.},
0 commit comments