Iteration Problem in an Array?

I have a minimization problem that works just fine following the codes below,

**%%STEP 1** perform minimization problem

A   = ones(1,N);
b   = 1; 
Aeq = ones(1,N);
Beq = 1;
lb  = zeros(N,1); 
ub  = [];

x0 = rand(N,1);
x0 = x0/norm(x0);
x0 = x0.*x0;
% x0 is random Wgt that sum up to one. 

Opts2 = optimset('Algorithm','interior-point','Display','off');    

f = @(w) (abs(sqrt(w'*Sigma*w))/(prod(w))^(1/N));

Wgt = fmincon(f,x0,A,b,Aeq,beq,lb,ub,[],Opts); 

--------------------------------------------------------------------

%%Step 2 - Find the Beta using the Wgt obtained from above

Port_ret = LgRet*Wgt;
Beta = zeros(1,N);

for w = 1:N
Beta(w) = regress(LgRet(:,w),Port_ret);            
end

%%Step 3 Check the property Beta*weight = 1/N

LHS = Beta.*Wgt';
RHS = (1/N)*ones(1,N); 

% if LHS == RHS then the Wgt obtained above satisfies the property, if not perform iteration, by increasing the Wgt if LHS < RHS and decrease Wgt if LHS > RHS, and use the new Wgt to find Beta by repeating Step 2 until the equality LHS == RHS is obtained. 

 --------------------------------------------------------------------
  % Here
  % N     is  scalar 
  % Wgt   is  N-by-1 vector
  % Sigma  is   N-by-N matrix
  % LgRet   is   M-by-N matrix
  % Port_ret   is   M-by-1 vector
  % Beta   is   1-by-N vector
  % LHS    is  1-by-N vector
  % RHS    is   1-by-N vector

%  However to get the correct Wgt, 
%  the condition LHS == RHS must satisfy. 

%  The problem needs to 
%  Increase Wgt if  Beta.*Wgt' < RHS
%  Decrease Wgt if  Beta.*Wgt' > RHS
%  And then perform *Setp 2* again, do this iteration until LHS = RHS
%  *Note that sum of Wgt at all time must equal 1*
%  in this exercise i use N as 100
%  M as 1051