After completing the campaign on any difficulty you will unlock the CHALLENGE OF OLYMPUS. There are 7 unique challenges and they must each be completed. I have made a video for each challenge:
Challenge 1: Population Control
Challenge 2: Bare Hands
Challenge 3: Get Stoned
Challenge 4: El Matador - Ole
Challenge 5: Knockout
Challenge 6: Hades' Kids
Challenge 7: Simply Smashing
Hope this helps.