Erratic error while running EfficientFrontier

[ck1178]

When running EfficientFrontier I sometimes get this error message:

cvxpy.error.DCPError: Problem does not follow DCP rules. Specifically: The objective is not DCP. Its following subexpressions are not: QuadForm(var1, [[0.25 0.47] [0.47 0.20]])

This depends on the historical data.S I verified that the data is correct and added solver_options={"warm_start":False} but problem still persists

Here is an example data that causes problem: mu:

• a=0.331931
• b=0.344845 S: a b 0.061924 0.022763 0.022763 0.038217