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: https://github.com/lanl-ansi/Alpine.jl/blob/b058efb49cce0530bb27fb93d943ea28f1f30a7d/src/algorithm.jl#L251 which attempts to initialize things that might not exist.