# setEquality

Set up linear equality constraints for portfolio weights

## Description

sets up linear equality constraints for portfolio weights for
`obj`

= setEquality(`obj`

,`AEquality`

,`bEquality`

)`Portfolio`

, `PortfolioCVaR`

, or
`PortfolioMAD`

objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.

Given linear equality constraint matrix `AEquality`

and
vector `bEquality`

, every weight in a portfolio
`Port`

must satisfy the
following:

AEquality * Port = bEquality

## Examples

## Input Arguments

## Output Arguments

## Tips

You can also use dot notation to set up linear equality constraints for portfolio weights.

obj = obj.setEquality(AEquality, bEquality);

Linear equality constraints can be removed from a portfolio object by entering

`[]`

for each property you want to remove.

## Version History

**Introduced in R2011a**

## See Also

### Topics

- Working with Linear Equality Constraints Using Portfolio Object
- Working with Linear Equality Constraints Using PortfolioCVaR Object
- Working with Linear Equality Constraints Using PortfolioMAD Object
- Portfolio Optimization Examples Using Financial Toolbox™
- Portfolio Set for Optimization Using Portfolio Objects
- Portfolio Set for Optimization Using PortfolioCVaR Object
- Portfolio Set for Optimization Using PortfolioMAD Object