CMake cannot find Python libraries in PGI Docker image

[robertodr]

Found out in #442. The libraries are found in the image if I use GCC, rather than PGI. I think CMake sets slightly different paths, but I am unsure how to fix this.
To reproduce, you can start a container with the Docker image:

docker run -it devcafe/cmake-cookbook_circleci_ubuntu16.04-pgi18.4:latest