title: Matlab's GlobalSearch function : error message and can't start the searching for minimum
body: <p>I have a system of matricial equations where I want to find 2 matrices of 7x7 (so I am working with (1x98) vectors).</p>
  <p>I have an issue when I want to use <a href="https://fr.mathworks.com/help/gads/globalsearch.html" rel="nofollow noreferrer">GlobalSearch</a> Matlab function. Here my code :</p>
  <pre><code>Eq1 = (P1.')*(a.')*a*P1 + (P1.')*(a.')*b*P2 + (P2.')*(b.')*a*P1 + (P2.')*(b.')*b*P2 - eye(7);
  Eq2 = F1*a*P1 + F1*b*P2 + F2*a*P1 + F2*b*P2 - (a*P1 + b*P2)*D;
  Eqs = reshape([Eq1,Eq2],2*7*7,[]);
  Fun = matlabFunction(Eqs);
  
  F = @(x) Fun(...
      x(  1   ),  x(  2   ),  x(  3   ),  x(  4   ),  x(  5   ),  x(  6   ),  x(  7   ),...
      x(  8   ),  x(  9   ),  x(  10  ),  x(  11  ),  x(  12  ),  x(  13  ),  x(  14  ),...
      x(  15  ),  x(  16  ),  x(  17  ),  x(  18  ),  x(  19  ),  x(  20  ),  x(  21  ),...
      x(  22  ),  x(  23  ),  x(  24  ),  x(  25  ),  x(  26  ),  x(  27  ),  x(  28  ),...
      x(  29  ),  x(  30  ),  x(  31  ),  x(  32  ),  x(  33  ),  x(  34  ),  x(  35  ),...
      x(  36  ),  x(  37  ),  x(  38  ),  x(  39  ),  x(  40  ),  x(  41  ),  x(  42  ),...
      x(  43  ),  x(  44  ),  x(  45  ),  x(  46  ),  x(  47  ),  x(  48  ),  x(  49  ),...
      x(  50  ),  x(  51  ),  x(  52  ),  x(  53  ),  x(  54  ),  x(  55  ),  x(  56  ),...
      x(  57  ),  x(  58  ),  x(  59  ),  x(  60  ),  x(  61  ),  x(  62  ),  x(  63  ),...
      x(  64  ),  x(  65  ),  x(  66  ),  x(  67  ),  x(  68  ),  x(  69  ),  x(  70  ),...
      x(  71  ),  x(  72  ),  x(  73  ),  x(  74  ),  x(  75  ),  x(  76  ),  x(  77  ),...
      x(  78  ),  x(  79  ),  x(  80  ),  x(  81  ),  x(  82  ),  x(  83  ),  x(  84  ),...
      x(  85  ),  x(  86  ),  x(  87  ),  x(  88  ),  x(  89  ),  x(  90  ),  x(  91  ),...
      x(  92  ),  x(  93  ),  x(  94  ),  x(  95  ),  x(  96  ),  x(  97  ),  x(  98  ));
  
  x0 =  ones(2*7*7,1);
  gs = GlobalSearch;
  options = optimoptions('fmincon','Algorithm', 'interior-point',...
      'UseParallel',true, 'Display','off','MaxFunctionEvaluations',6000, 'TolCon', 1e-4, 'TolFun', 1e-4);
  problem = createOptimProblem('fmincon', ...
  'objective',F, ...
  'x0',x0, ...
  'lb',[-1*ones(98)], ...
  'ub',[1*ones(98)], ...
  'options',options)
  [x,fval] = run(gs,problem)
  </code></pre>
  <p>But I get unfortunately the following error at execution :</p>
  <pre><code>problem =
  
    struct with fields:
  
      objective: [function_handle]
             x0: [98x1 double]
          Aineq: []
          bineq: []
            Aeq: []
            beq: []
             lb: [98x98 double]
             ub: [98x98 double]
        nonlcon: []
         solver: 'fmincon'
        options: [1x1 optim.options.Fmincon]
  
  Warning: Length of lower bounds is &gt; length(x); ignoring extra bounds.
  &gt; In checkbounds (line 27)
    In checkglobalsearchnlpinputs (line 36)
    In globalsearchnlp
    In GlobalSearch/run (line 340)
    In compute_solving_Matricial_Global (line 96)
  Warning: Length of upper bounds is &gt; length(x); ignoring extra bounds.
  &gt; In checkbounds (line 41)
    In checkglobalsearchnlpinputs (line 36)
    In globalsearchnlp
    In GlobalSearch/run (line 340)
    In compute_solving_Matricial_Global (line 96)
  Error using fmincon (line 635)
  Supplied objective function must return a scalar value.
  
  Error in globalsearchnlp
  
  Error in GlobalSearch/run (line 340)
                  globalsearchnlp(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,options,localOptions);
  
  Error in compute_solving_Matricial_Global (line 96)
  [x,fval] = run(gs,problem)
  
  Caused by:
      Failure in initial call to fmincon with user-supplied problem structure.
  </code></pre>
  <p>How can I fix this error message?</p>
  <p>I think that I did a correct using of <code>GlobalSearch</code> but maybe this issue comes from incorrect lower or upper bounds, or even with the size of vectors I use.</p>