Error using fmincon (line 816), Hessian option set to 'on' but no Hessian function provided in options HessFcn nor in HessMult
解决方案在options = optimset('GradObj','on', 'Hessian','on');前面加上'Algorithm','trust-region-reflective'
options = optimset('Algorithm','trust-region-reflective' ,'GradObj','on', 'Hessian','on');亲测可用
http://www.mathworks.com/matlabcentral/answers/154689-fmincon-in-matlab-2014a