Handling of callbacks_dir

[ronald-jaepel]

This is an issue to collect thoughts:

Calling:

optimization_problem.evaluate_callbacks(ind)

from outside of the optimization loop crashes if the callbacks use the callbacks_dir and are added without the callbacks_dir option in
optimization_problem.add_callback(callback, requires=[simulator], callbacks_dir="tmp").

Being able to hand callbacks_dir to optimization_problem.evaluate_callbacks(ind) would be useful.