[FR] Return information on solver failure in `optimize.portfolio.rebalancing`

[SteveBronder]

When optimize.portfolio.rebalancing fails for a particular day it will silently fail. This is often fine. But it would be nice if, when the day failed because of an issue with the solver, any information the solver gives about the reason for the failure would also be returned.

[braverock]

I agree this would be helpful. It will be different for every solver, of course, so it might take some work to normalize.

[SteveBronder]

Agree normalizing may not be trivial. I can try a simple scheme this week or next that just passes back the thrown error as a string. And we can go from there