Scenario-based problems: adding support for scenario-based multiobjective optimization problems

[gialmisi]

We need to add support for scenario-based multiobjective optimization problems. The general formulation of such problems is described, e.g., here Eq. 1. The challenge is how to extend the current problem schema to seamlessly support scenarios. One possible approach is to model all the objectives from each scenario separately, and utilize an optional additional index in the Objective models to identify to which scenario an objective function belongs to. Naturally, the new features will have to be documented and tested.

This issue is related to the re-structuring of DESDEO, see the branch desdeo2.