# setInequality

Set up linear inequality constraints for portfolio weights

## Description

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

= setInequality(`obj`

,`AInequality`

,`bInequality`

)`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 a linear inequality constraint matrix `AInequality`

and vector `bInequality`

, every weight in a portfolio
`Port`

must satisfy the following:

AInequality * Port <= bInequality

## Examples

## Input Arguments

## Output Arguments

## Tips

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

obj = obj.setInequality(AInequality, bInequality);

To remove inequality constraints, enter empty arguments. To add to existing inequality constraints, use

`addInequality`

.

## Version History

**Introduced in R2011a**

## See Also

### Topics

- Working with Linear Inequality Constraints Using Portfolio Object
- Working with Linear Inequality Constraints Using PortfolioCVaR Object
- Working with Linear Inequality Constraints Using PortfolioMAD Object
- Portfolio Optimization Examples Using Financial Toolbox
- Supported Constraints for Portfolio Optimization Using Portfolio Objects
- Supported Constraints for Portfolio Optimization Using PortfolioCVaR Object
- Supported Constraints for Portfolio Optimization Using PortfolioMAD Object