[docs] add a tutorial on progressive hedging

[odow]

I started with @joaquimg's tutorial from jump-dev/ParametricOptInterface.jl#206, but I ended up rewriting much of the algorithm.

Once POI is released, we can change to use HiGHS instead of Ipopt.

https://jump.dev/JuMP.jl/previews/PR4117/tutorials/algorithms/progressive_hedging/

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.81%. Comparing base (0372302) to head (a817433).
⚠️ Report is 1 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff           @@
##           master    #4117   +/-   ##
=======================================
  Coverage   99.81%   99.81%           
=======================================
  Files          43       43           
  Lines        5927     5927           
=======================================
  Hits         5916     5916           
  Misses         11       11           

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.