Add reader/writer in LibSVMFile for MultilabelLabels.  Fixed a bug in so_multiclass.cpp

(1) This PR is mainly for  #1987:  add reader/writer for MultilabelLabels. A new function has been added in LibSVMFile.

(2) An example has been added, see io_libsvm_multilabel.cpp

(3) A tiny bug in so_multiclass.cpp was fixed. It occurred during compiling in ubuntu with mosek installed.