Make sure you aren't leaving the clothes nowhere to go - if your cylinder is entering the figure mesh, or if two parts of the mesh are intersecting with one or more layers of cloth trapped between them. It can also happen if things are moving too fast - giving the cylinder more time to move might help, as might increasing the Frames Per Second Multiplier, the Subframes, the Iterations per subframe, or the Collision Iterations per subframe settings in Simulation Settings.