The phrase "set at large" means to release or to let go. The antonym of this phrase would be to detain or to restrain. If someone is released from custody, they are set at large. On the other hand, if someone is put in jail, they are detained or restrained. This phrase can also be applied to objects. For example, if an animal is set at large in the wild, it is free to roam. The antonym to this would be to confine the animal to a smaller area, thus restraining its movement. Overall, antonyms for the phrase "set at large" would be detain, restrain, or confine.