It is a poor idea to try to optimize a high-dimensional problem like this using bayesopt. The bayesopt function is not intended for high-dimensional problems. I would not use it to optimize a 100-dimensional problem, much less the over 3000 variables that I see in this example. How do you propose to create that many optimizeable variables? Really, what you propose is not sensible.
Furthermore, bayesopt is not a gradient-based algorithm, so cannot make use of derivative information. This means that even if you could somehow get the solver to run, it would be so horribly inefficient that you would never get any useful information out of it.
Whatever you are trying to do, I suggest that you look for a different way to do it.
Alan Weiss
MATLAB mathematical toolbox documentation
