Add the OpenSSF Scorecard Github Action

[joycebrum]

Description

I've configured the OpenSSF Scorecard Github Action with the scorecard.yml file in the .github/workflow folder.
Besides, I've added the badge to readme file, which is completely optional but could be intersting to keep.

Issue link (if applicable): Closes #1891

Type of change

• New feature (backwards compatible)
• New feature (breaking API changes)
• Bug fix
• Other (Documentation, CI, ...)

Contribution checklist

• Add our license to new files.
• Check that your code adheres to our coding style.
• Write unittests.
• Run the unittests and check that they’re passing.
• Run the benchmarks to make sure your change doesn’t introduce a regression.

[CLAassistant]

Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.
_{You have signed the CLA already but the status is still pending? Let us recheck it.}

[github-actions]

Benchmarks that have stayed the same:

   before           after         ratio
 [d15197bf]       [416b83df]
      31.0±0s          31.3±0s     1.01  cvar_benchmark.CVaRBenchmark.time_compile_problem
      9.74±0s          9.84±0s     1.01  semidefinite_programming.SemidefiniteProgramming.time_compile_problem
      47.3±0s          47.6±0s     1.01  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      4.31±0s          4.34±0s     1.01  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
      9.37±0s          9.42±0s     1.01  optimal_advertising.OptimalAdvertising.time_compile_problem
      25.5±0s          25.6±0s     1.00  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem
      1.93±0s          1.94±0s     1.00  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      25.9±0s          25.9±0s     1.00  qp_1611_benchmark.QP1611Benchmark.time_compile_problem
      12.1±0s          11.9±0s     0.98  svm_l1_regularization.SVMWithL1Regularization.time_compile_problem
      10.3±0s          9.89±0s     0.96  huber_regression.HuberRegression.time_compile_problem

[SteveDiamond]

Thanks for reaching out! We look forward to working with OpenSSF to improve our security.