Problem shape
Maximize a score over one portfolio weight, with an upper bound w <= c.
A quick recipe for turning objective slope into a dual variable at a binding max-weight cap.
Maximize a score over one portfolio weight, with an upper bound w <= c.
If the unconstrained target is above c, then w* = c and the cap is active.
For this maximization convention, lambda = score'(w*) when the upper cap binds and the slope is positive.
If the unconstrained target is below the cap, the cap has slack and lambda = 0.
score(w) = -(w - target)^2 score'(w) = -2(w - target) constraint: w <= cap solution: w* = min(target, cap) if target > cap: lambda = score'(cap) = 2(target - cap) else: lambda = 0
target = 0.80 cap = 0.70 w* = 0.70 score'(0.70) = -2(0.70 - 0.80) = 0.20 lambda = 0.20
Books and solvers may use minimization form, maximization form, or write inequalities in different directions. Do not memorize a naked sign. First identify the convention, then interpret the dual as the pressure that balances the blocked objective push.
Use this page with Lesson 0005 and Reference 0004.