Explicit warning when AD backend not specified correctly for automatic box-constraint handling with Optim

[Vaibhavdixit02]

Checklist

• [ ] Appropriate tests were added
• [ ] Any code changes were done in a way that does not break public API
• [ ] All documentation related to code changes were updated
• [ ] The new code follows the contributor guidelines, in particular the SciML Style Guide and COLPRAC.
• [ ] Any new documentation only uses public API

Additional context

Fixes #713 #558 Add any other context about the problem here.

[ChrisRackauckas]

Instead of a warning should it error?

[Vaibhavdixit02]

I guess that might lead to fewer issues, so makes sense. It would be a breaking change though

[sjdaines]

This errors with ERROR: UndefVarError: NoAD not defined in Optimization.jl v3.25.0

See issue https://github.com/SciML/Optimization.jl/issues/747