Solver CVXOPT does not work

Running the file `opt_cov_example.py` leads to the following error:

```python
OverflowError: number of elements exceeds INT_MAX
```

The source of this error is the use of the CVXOPT solver in line 13 of the code:
```python
prob.solve(solver = "CVXOPT")
```

When the solver is changed to SCS, as indicated in line 14, the code runs without errors. 