CVaR

I decided to take a look at CVaR as an objective function. It has some desirable features, it can be solved using simulation and a good linear solver for sparse problems. This was all good in theory, but my Java simplex solver just isn't up to the task, so it's required me to go back to square 1 and build myself a new linear interior points solver. Given that I built a reasonable interior points solution for dense quadratic problems, I'm hoping it's not too much of a stretch to build a reasonable one for sparse linear problems.

lp_solve seems like a good tool in the problem space, but it's C so integration is a bit of work and I'd rather have a pure java solution in the short term even if it's not quite so good. I am not trying to solve general purpose problems, just CVaR.

I'm hoping to get this up on the site in the next few weeks, it depends on how much time I have for my hobby.