Memory leak in binary SDP deserialization

[vasdommes]

When loading a matrix from binary SDP, we create new buffer, read data into it and then call El::Matrix::Control() to acquire ownership of the buffer.

sdpb/src/sdpb_util/boost_serialization.hxx

Lines 82 to 86 in 5e6276e

	Ring *buffer = new Ring[size];
	auto data = boost::serialization::make_array(buffer, size);
	ar & data;
	matrix.Control(height, width, buffer, leadingDimension);
	}

However, due to a bug in El::Matrix implementation, buffer is never deleted in destructor, which causes a memory leak:
https://gitlab.com/bootstrapcollaboration/elemental/-/issues/3

Amount of leaked memory can be several times higher than sdp.zip size:

1. sdp.zip is compressing zeros (see Fix #148 Binary SDP format is larger than json format if blocks contain many zeros #149), but after deserialization each zero takes the same amount of RAM as any other BigFloat number.
2. If SDPB performs a timing run, then it reads sdp.zip twice: for the timing run and for the actual run.
3. If some block is shared among several processes, then each process reads the whole block_data_XXX.bin file and allocates the corresponding matrices. Thus, the block is 'leaking' several times.

In practice, I've observed ~5GB leak for sdp.zip ~0.9GB, and ~40GB leak for sdp.zip ~8GB.