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 linearly constrained bilevel optimization


First-Order Methods for Linearly Constrained Bilevel Optimization

Neural Information Processing Systems

Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively underexplored. We present first-order linearly constrained optimization methods with finite-time hypergradient stationarity guarantees. For linear equality constraints, we attain \epsilon -stationarity in \widetilde{O}(\epsilon {-2}) gradient oracle calls, which is nearly-optimal. Finally, we obtain for the linear inequality setting dimension-free rates of \widetilde{O}({\delta {-1} \epsilon {-4}}) oracle complexity under the additional assumption of oracle access to the optimal dual variable.