lapack syevr error on sdp instance

[chriscoey]

Tristan Gally reported to me that the MISDP 4x4_1bar.cbf.gz instance caused an error on

• Pajarito 0.5.1
• Julia version is 0.6-903644385b
• Mosek 8.1.0.54
• Cplex 12.6.1

running:

loadcbf(PajaritoSolver(mip_solver=CplexSolver(), 
cont_solver=MosekSolver(LOG=0), mip_solver_drives=true, 
dualize_relax=true, dualize_subp=true, timeout=3600), strip(instancename))

the error:

Caught exception
ERROR: LoadError: Base.LinAlg.LAPACKException(1)
Stacktrace:
  [1] chklapackerror(::Int64) at ./linalg/lapack.jl:34
  [2] syevr!(::Char, ::Char, ::Char, ::Array{Float64,2}, ::Float64, 
::Float64, ::Int64, ::Int64, ::Float64) at ./linalg/lapack.jl:4855
  [3] eigfact! at ./linalg/symmetric.jl:322 [inlined]
  [4] add_subp_cut_sdp!(::Pajarito.PajaritoConicModel, 
::Array{JuMP.GenericAffExpr{Float64,JuMP.Variable},2}, 
::Symmetric{Float64,Array{Float64,2}}) at 
/home/gally/.julia/v0.6/Pajarito/src/conic_algorithm.jl:1936
  [5] solve_subp_add_subp_cuts!(::Pajarito.PajaritoConicModel, ::Bool) 
at /home/gally/.julia/v0.6/Pajarito/src/conic_algorithm.jl:1775
  [6] 
(::Pajarito.#callback_lazy#21{Pajarito.PajaritoConicModel})(::CPLEX.CplexLazyCallbackData) 
at /home/gally/.julia/v0.6/Pajarito/src/conic_algorithm.jl:1446
  [7] lazycallback(::CPLEX.CplexLazyCallbackData, ::JuMP.Model, 
::Array{JuMP.LazyCallback,1}) at 
/home/gally/.julia/v0.6/JuMP/src/callbacks.jl:78
  [8] 

Tristan also noted a significant slowdown from Pajarito 0.5.0 to 0.5.1 on "cardinality constrained least-squares" instances.