> symmetric   matrix of the appropriate dimension or empty matrix <tt>[]</tt>. The matrix   must be in the sparse format even if it has all values nonzero. Note   that callback <tt>mcongrad()</tt> is called within the constructor to retrieve   all derivatives (all <tt>i</tt>) of all matrix constraints (all <tt>k</tt>).   It records which derivatives were nonempty and the algorithm later asks   only for these. Therefore it is highly recommended
                  to return empty matrix   <tt>[]</tt> whenever 