Bump Sphinx to 2.2.0. (GH-16532)

diff --git a/Doc/Makefile b/Doc/Makefile
index 86207fe..05361f2 100644
--- a/Doc/Makefile
+++ b/Doc/Makefile
@@ -143,7 +143,7 @@
 venv:
 	$(PYTHON) -m venv $(VENVDIR)
 	$(VENVDIR)/bin/python3 -m pip install -U pip setuptools
-	$(VENVDIR)/bin/python3 -m pip install -U Sphinx==2.0.1 blurb python-docs-theme
+	$(VENVDIR)/bin/python3 -m pip install -U Sphinx==2.2.0 blurb python-docs-theme
 	@echo "The venv has been created in the $(VENVDIR) directory"
 
 dist: