To document here: from mathematical perspective the fix is strictly interpretable. When OPEX=0, CVaR correctly evaluates to 0, meaning there's no operational cost risk to hedge against. The optimization then reduces to just minimizing CAPEX (the deterministic investment costs).

a(s) >= 0 - theta → a(s) + theta >= 0
if a(s) = 0 for all scenarios, then theta = 0, and then CVaR = 0

And e.g. a case of load shedding modelled via a "virtual generator" brings CVaR optimization back to standard formulation, i.e. model would evaluate and hedge by trading off upfront CAPEX for load shedding costs.

pypsa-eur CI fails because of unrelated test environment issue

pypsa-eur CI fails because of unrelated test environment issue

Grrrg