Make visual studio build with all cores when building dlib.

dlib/CMakeLists.txt

@@ -770,8 +770,10 @@ if (NOT TARGET dlib)
    enable_cpp11_for_target(dlib)
    if((MSVC AND CMAKE_VERSION VERSION_LESS 3.11) OR CMAKE_VERSION VERSION_LESS 3.3)
       target_compile_options(dlib PUBLIC ${active_compile_opts})
+      target_compile_options(dlib PRIVATE ${active_compile_opts_private})
    else()
       target_compile_options(dlib PUBLIC $<$<COMPILE_LANGUAGE:CXX>:${active_compile_opts}>)
+      target_compile_options(dlib PRIVATE $<$<COMPILE_LANGUAGE:CXX>:${active_compile_opts_private}>)
    endif()
 
    # Install the library

dlib/cmake_utils/set_compiler_specific_options.cmake

@@ -122,6 +122,11 @@ if (MSVC)
    # that will not be readable by VS 2005.
    list(APPEND active_compile_opts "/bigobj")
 
+   # Build dlib with all cores.  Don't propagate the setting to client programs
+   # though since they might compile large translation units that use too much
+   # RAM.
+   list(APPEND active_compile_opts_private "/MP")
+
    if(CMAKE_CXX_COMPILER_ID MATCHES "Clang" AND CMAKE_CXX_COMPILER_VERSION VERSION_GREATER 3.3) 
       # Clang can compile all Dlib's code at Windows platform. Tested with Clang 5
       list(APPEND active_compile_opts "-Xclang -fcxx-exceptions")