Check features_available when initializing an NLPEvaluator

[odow]

See https://discourse.julialang.org/t/unsupported-feature-hess-with-user-defined-functions-using-jump-and-alpine/70204/2

An example is this line:

Alpine.jl/src/algorithm.jl

Line 251 in b058efb

(!m.d_orig.want_hess) && MOI.initialize(m.d_orig, [:Grad, :Jac, :Hess, :HessVec, :ExprGraph]) # Safety scheme for sub-solvers re-initializing the NLPEvaluator

which attempts to initialize things that might not exist.