In the [Mittelmann benchmark](http://plato.asu.edu/ftp/lpbar.html) Tulip fails for a number of instances, when probably an out of memory error is to blame. The tulip [log](http://plato.asu.edu/ftp/lp_logs/tul_results/L1_sixm1000obs.tul) suggests that ``` F = ldlt(Symmetric(S)) ``` in Tulip.KKT.CholmodSQD in src/KKT/cholmod.jl needs to catch the error and return something human readable