We address a key challenge for neuro-symbolic (NeSy) systems by leveraging convex and bilevel optimization techniques to develop a general gradient-based framework for end-to-end neural and symbolic parameter learning. The applicability of our framework is demonstrated with NeuPSL, a state-of-the-art NeSy architecture. To achieve this, we propose a smooth primal and dual formulation of NeuPSL inference and show learning gradients are functions of the optimal dual variables. Additionally, we develop a dual block coordinate descent algorithm for the new formulation that naturally exploits warm-starts. This leads to over 100x learning runtime improvements over the current best NeuPSL inference method. Finally, we provide extensive empirical evaluations across $8$ datasets covering a range of tasks and demonstrate our learning framework achieves up to a 16% point prediction performance improvement over alternative learning methods.