ECOS fails to converge on quantile regression problem

[mwytock]

A relatively simple quantile regression problem with a skinny data matrix

import numpy as np

data = np.load("fail.npz")
x = data["x"]
y = data["y"]
tau = data["tau"]

theta = cvx.Variable(x.shape[1])
yp = x*theta
f = cvx.sum_entries(
    tau*cvx.max_elemwise(y - yp, 0) +
    (tau-1)*cvx.min_elemwise(y - yp, 0)) / x.shape[0]
prob = cvx.Problem(cvx.Minimize(f))
prob.solve(verbose=True)

Data attached
fail.zip