MATLAB: Matlab’s MultiStart runs fine, but GlobalSearch bugs out

Global Optimization ToolboxglobalsearchMATLAB

I'm trying to run a global optimization in Matlab using the global optimization toolbox. I am using the fmincon local optimizer as an input. I am able to successfully run the fmincon local optimizer, as well as the MultiStart global optimizer with this problem. However, when I try to set it up as a GlobalSearch, I get an error message.
Below is the code I am trying to use for the GlobalSearch:
%the functions is f(w) rather than f(x)
%constraints:
A = [1,0,0; 0,1,0; 0,0,1];
b = [.80, .80, .80];
Aeq = [1 1 1];
beq = 1;
lb = .10 * [1 1 1];
ub = .8 * [1 1 1];
w = [weight1, weight2, weight3];     
wstart = randn(3,1);
options = optimset('Algorithm','interior-point');
% function handle for the objective function (note that variables 
% aa through hh are additional parameters that the solver does not modify): 
h = @(w)Difference_in_Returns(w(1),w(2),w(3), aa, bb, cc, dd, ee, ff, gg, hh);
% problem structure:
problem = createOptimProblem('fmincon','x0',wstart,'objective',h,'Aineq',A,...'
'bineq',b,'Aeq',Aeq,'beq',beq,'options',options,'lb',lb,'ub',ub);
gs = GlobalSearch;
run(gs,problem)
When I try to run this, Matlab bugs out and prints:
Error using  - 
Matrix dimensions must agree.
Error in C:\Program Files\MATLAB\R2012a\toolbox\globaloptim\globaloptim\private\
globalsearchnlp.p>i_calcConstrViolation (line 593)
Error in C:\Program Files\MATLAB\R2012a\toolbox\globaloptim\globaloptim\private\
globalsearchnlp.p>i_calcPenalty (line 627)
Error in C:\Program Files\MATLAB\R2012a\toolbox\globaloptim\globaloptim\private\
globalsearchnlp.p>globalsearchnlp (line 343)
Error in GlobalSearch/run (line 330)
        [x,fval,exitflag,output] = ...
Error in Optimization_Setup (line 62)
run(gs,problem)
I believe the problem is outlined by the lines:
Error using  - 
Matrix dimensions must agree.
Error in GlobalSearch/run (line 330)
        [x,fval,exitflag,output] = ...
Any tips are highly appreciated. Please let me know if you have any questions.

Best Answer

Can you confirm that the objective function: h does not return Inf or NaN during its evaluations for all w?
Also in MultiStart how many runs are you specifying?
>> [x,f] = run(ms,problem,k)
Does it fail if you make k large?
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