IPOPT with ma97 solver resolves the issue, although manual installation is quite a challenge.
In my case, only the latest dev version of Fenics works correctly. So, I’ll leave the configuration below.
fenics-dijitso 2019.2.0.dev0
fenics-dolfin 2019.2.0.dev0
fenics-ffc 2019.2.0.dev0
fenics-fiat 2019.2.0.dev0
fenics-ufl 2021.1.0
dolfin-adjoint 2019.1.2
ipopt 3.12.4
cyipopt 1.0.3