I refereed to this discussion on stackoverflow. As mentioned in this discussion I normalised my data and set dual = False in LinearSVC . Initially I set the max_iter to default(1000) received the ConvergenceWarning and then I set max_iter to 70000 still received the warning.
How to come up with a right max_iter value. My dataset size is 6000 and feature vary from 1000 to 6000(used RBF kernel approximation).