Bugfix/1189 pathfinder diagnostics

[mitzimorris]

Submisison Checklist

• Run tests: ./runCmdStanTests.py src/test
• Declare copyright holder and open-source license: see below

Summary:

Added logic to check for diagnostic_file argument when setting flag save_iterations to command.hpp,
plus unit test.

Intended Effect:

fix #1189

How to Verify:

unit tests

Side Effects:

N/A

Documentation:

N/A

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Columbia University

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[WardBrian]

CI failure is from bogus warnings, so I'm merging