an
%   be defined instead.
% * the 2nd derivative of the lagrangian of the |k|-th nonlinear matrix
%   constraint (|k=1..NANLN|); Matrix Constraint Lagrangian is defined as
%
%      |MCL_k(x,Y,Umlt) = <A_k(x,Y),Umlt> = trace(A_k(x,Y) * Umlt)|
%
% where |Umlt| is provided Lagrangian multiplier for the given constraint.
%   Thus the 2nd derivative of |MCL_k| should be a dense or sparse symmetric
%   matrix of the dimensions |(Nx+NYnnz) x (Nx+NYnnz)| whose |i,j|-th element
%   should be
%
%      |(