This is probably an internal bug in cuda-memcheck – I guess the buffer for the temp filename is too short.
If I have $TMPDIR set with len($TMPDIR) >= 30, I get the output:
========= Could not start the application (14)
========= No CUDA-MEMCHECK results found
It works if I set $TMPDIR to a shorter value.
This is with cuda-memcheck from CUDA 6.5.
Some more details here on StackOverflow.