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[Windows, Cpp] LNK2001 - unresolved external symbol OMP_NUM_THREADS #6238

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@wil70

Description

Description

Linker issues after compilation
"LNK2001 - unresolved external symbol OMP_NUM_THREADS"

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Reproducible example

Download the latest code as of Dec 15. Compile for windows in x64 bits.
You will see many linker issue in the error dialog
"LNK2001 - unresolved external symbol OMP_NUM_THREADS"

Environment info

Windows 10 PRO

LightGBM version or commit hash:
Latest as of dec 15

Command(s) you used to install LightGBM

start vs 
set project to release in x64 bits
clean
compile

Additional Comments

I tried to compile on 2 machines, same result.
The windows GPU version via cmake compile well.

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