title: About matlab quadprog using a structure hessian
body: <p>I've been using matlab for solving a quadratic optimization problem, using a factor structured hessian, say I have a covariance matrix H and I wrote it as H=A+B*B'.  </p>
  
  <p>Then I have a small piece of code to calculate the </p>
  
  <p><code>hessianf=@f;
  options = optimset('HessMult', hessianf);<br>
  y1 = quadprog(A, r, [], [], [], [], [], [], [], options, B);
  </code></p>
  
  <p>with </p>
  
  <p><code>function H=f(A,x,B)
  H=A*x+B*(B'*x);
  end
  </code></p>
  
  <p>The above process is just following <a href="http://www.mathworks.com/help/toolbox/optim/ug/brn4nlc.html" rel="nofollow">http://www.mathworks.com/help/toolbox/optim/ug/brn4nlc.html</a></p>
  
  <p>However, matlab says "H must be specified explicitly for the active-set algorithm: cannot use HessMult option.". </p>
  
  <p>I got very confused at where the problem is. Could anyone give me some suggestion?</p>