Find the theta1 and theta2 values that maximizes obj8Run

Hello everyone! I need some help to maximize my obj8Run function

My code is the following:

i=121:480;
MRn4=w4tilda.*MR4
mMRn4=mean(MRn4)
Sn4=cov(MRn4)
SRn4=M4/S4
Kp=(ret(i-4,1:10)+1).*(ret(i-3,1:10)+1).*(ret(i-2,1:10)+1).*(ret(i-1,1:10)+1)
Kp=Kp-1
Kp=normalize(Kp)
Lp= (bm(i-4,1:10)+1).*(bm(i-3,1:10)+1).*(bm(i-2,1:10)+1).*(bm(i-1,1:10)+1)

Lp=Lp-1;
Lp=normalize(Lp);
mlp=mean(Lp)
objSRun = @(theta) -((1+theta(1,1).*mr4+theta(1,2).*mlp)/N).*mMRn4./sqrt(((1+theta(1,1).*mr4+theta(1,2).*mlp)/N)*Sn4*((1+theta(1,1).*mr4+theta(1,2).*mlp)/N)');

w0 = [0.2,0.3] % initial guess
lb = zeros(1, 2)
ub = 1.5*ones(1, 2)
sol = fmincon(objSRun, w0, [], [], [], [], lb, ub)

When i run it i gives me the following error: Error using fmincon (line 635)

Supplied objective function must return a scalar value.

How can i solve it???

Thanks in advance!

[VBBV]

Try the objSRun supplying theta as

 % if true
    % code
 % end
objSRun = @(theta) 
((1+theta.*mr4+theta.*mlp)/N).*mMRn4./sqrt(((1+theta.*mr4+theta.*mlp)/N)*Sn4*((1+theta.*mr4+theta.*mlp)/N)')