GradientCheckingProblem's parameter blocks are initialized correctly.

Ensure that when a new problem object is constructed for validing
gradients, the parameter blocks have their data pointers point to
the user's parameter blocks.

We used to do this inside solver_impl.cc, but doing this at
construction is the right thing to do.

Change-Id: I3bfdc89bb0027c8d67cde937e8f2fa385d89c30c