Error using fmincon (line 816), Hessian option set to 'on' but no Hessian function provided in options HessFcn nor in HessMult". This does not happen with previous Matlab version.
Solution:
specifying the algorithm used as trust-region-reflective i.e. adding 'Algorithm','trust-region-reflective' to the options
add the
'Algorithm','trust-region-reflective'
to the start of the options
http://www.mathworks.com/matlabcentral/answers/154689-fmincon-in-matlab-2014a