ITERATION_LIMIT for linear15

[blegat]

The test linear15:
https://github.com/JuliaOpt/MathOptInterface.jl/blob/cbc37a5b8f1f20371598cc84f617a4a461f9877a/src/Test/contlinear.jl#L1663-L1713
does not finish even after 20000 iterations. Given how simple the problem is, it is probably a bug with a limit case in CDCS.
To reproduce the failue:

import CDCS; optimizer = CDCS.Optimizer(verbose=0, maxIter=20000);
using MathOptInterface
const MOI = MathOptInterface
const MOIU = MOI.Utilities
MOIU.@model(ModelData, (), (),
              (MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
               MOI.RotatedSecondOrderCone, MOI.PositiveSemidefiniteConeTriangle),
              (), (), (), (MOI.VectorOfVariables,), (MOI.VectorAffineFunction,));
const cached = MOIU.CachingOptimizer(ModelData{Float64}(), optimizer);
const bridged = MOI.Bridges.full_bridge_optimizer(cached, Float64);
config = MOI.Test.TestConfig(atol=3e-2, rtol=3e-2)

MOI.Test.linear15test(bridged, config)

# output

>> Warning: CDCS reached the maximum number of iterations, and will not attempt
to complete the positive semidefinite variable. Your output will most
likely contain NaNs! 
> In cdcs_hsde.setOutputs (line 58)
  In cdcs_utils.setOutputs (line 14)
  In cdcs (line 194) 
Test Failed at /home/blegat/.julia/dev/MathOptInterface/src/Test/contlinear.jl:1700
  Expression: MOI.get(model, MOI.TerminationStatus()) == config.optimal_status
   Evaluated: ITERATION_LIMIT::TerminationStatusCode = 11 == OPTIMAL::TerminationStatusCode = 1
ERROR: There was an error during testing