If you generate a key pair with ssh-keygen you can, depending on version, get a private key with the header

-----BEGIN OPENSSH PRIVATE KEY-----

This type of key is not compatible with f.ex. jsch and needs to be converted so that it has the header

-----BEGIN RSA PRIVATE KEY-----

They way to convert existing keys is as follows: ssh-keygen -p -m PEM -f yourkeyfile

This command is for setting a new passphrase for your private key, but since the -m PEM flag is there it will write the key in the classic format.