Fix lint for pylint 2.6.0 (qiskit-community/qiskit-aqua#1213)

Author: manoelmarques

qiskit/optimization/algorithms/cplex_optimizer.py

@@ -132,7 +132,7 @@ def solve(self, problem: QuadraticProgram) -> OptimizationResult:
         try:
             cplex.solve()
         except CplexSolverError as ex:
-            raise QiskitOptimizationError(str(ex))
+            raise QiskitOptimizationError(str(ex)) from ex
 
         # process results
         sol = cplex.solution

qiskit/optimization/problems/quadratic_program.py

@@ -815,11 +815,11 @@ def read_from_lp_file(self, filename: str) -> None:
         """
         try:
             import cplex  # pylint: disable=unused-import
-        except ImportError:
+        except ImportError as ex:
             raise MissingOptionalLibraryError(
                 libname='CPLEX',
                 name='QuadraticProgram.read_from_lp_file',
-                pip_install='pip install qiskit-aqua[cplex]')
+                pip_install='pip install qiskit-aqua[cplex]') from ex
 
         def _parse_problem_name(filename: str) -> str:
             # Because docplex model reader uses the base name as model name,