Avery Levin

Resolves [an issue](https://github.com/robertmartin8/PyPortfolioOpt/issues/544) where `ArpackNoConvergence` errors were being raised by CVXPY when trying to optimize large portfolios. This error is raised when CVXPY checks if the given matrix is Positive...

ArpackNoConvergence: ARPACK error -1: No convergence (951 iterations, 0/1 eigenvectors converged)

1

**Describe the bug** There appears to be an underlying issue with how the CVXPY library checks that the matrix in the problem is Positive Semi-Definite. In short, [CVXPY calls `scipy.sparse.linalg.eigsh`...