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[CVaR]: Add CVaR term in the objective function #1527

@datejada

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@datejada

Description

CVaR term:

$$\lambda \cdot \left(\mu + \frac{1}{1-\alpha} \sum_{s \in S}{\pi_{s} \cdot \xi_{s}} \right)$$
  • Add the CVaR term to the objective function here: https://github.com/TulipaEnergy/TulipaEnergyModel.jl/blob/main/src/objective.jl
  • This term only goes in the objective function if lambda is greater than zero; otherwise, it is zero, or just don't add it.
  • Add a test that checks that this term exists and it is correctly added when lambda > 0. Create a test with only one scenario and with two or more scenarios

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