 symmetric and thus only the *lower triangle is vectorized column-wise*. 
% If any callback functions described below asks for derivatives with 
% respect to |k| (|k>Nx|), it means it's one of the variables in one of the 
% matrices |Y{i}|.
%
% Call back functions are used to evaluate objective function, function 
% constraints and matrix
% constraint and their derivatives. First go |NLN| then |LIN|. 
%
%   penm.xxx = ... 
%
% where |xxx| can be
%
%   objfun, objgrad, objhess 
%   confun, cong