onstraints. If |NANLN = NALIN = 0|, they
% needn't be defined. Callbacks |mconhess()| or |mconlagrhess()| compute 
% 2nd derivatives of matrix constraints and need to be defined only 
% if NANLN>0 (otherwise it is assumed that all matrix constraints are 
% linear and thus their 2nd derivatives are zeros). Only one of these
% will be used, if both are defined, |mconlagrhess()| will be chosen.
% Note that although the return values are symmetric matrices, *both* 
% triangles need to be present.
%
%  