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CuCholeskySolver GPU memory leak #334

Description

@KSepetanc

I found out that solving the ExaModels AC OPF documentation example in a loop results in possible memory leak. All of 6 GB of GPU's VRAM is taken in about 33 solves.

Below is part relevant part of the code and full code to reproduce can be downloaded: gpu memory leak.zip

m = ac_power_model("pglib_opf_case13659_pegase.m",backend=CUDABackend())

for i in 1:50
    println(i)
    madnlp(m,linear_solver=MadNLPGPU.CuCholeskySolver)
end

Configuration:
Windows,
CPU: AMD R9 5950x
GPU GTX 1060 6GB

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