$ cat test.js
function load(path)
{
        console.warn("warning: %s not found", path);
        return {};
}

require("yargs")
        .config("config", load)
        .global("config")
        .command("command")
        .argv;
$ node test --config /tmp/missing/file command
warning: /tmp/missing/file not found
warning: /tmp/missing/file not found
$