support clang with openmp in vsts-ci test (#1606)

* Update .vsts-ci.yml

* Update test.sh

.vsts-ci.yml

@@ -81,12 +81,8 @@ phases:
         PYTHON_VERSION: 3.5
   steps:
   - script: |
-      test -n $CC  && unset CC
-      test -n $CXX && unset CXX
-      rm '/usr/local/include/c++'
-      brew install gcc@8
-      export CXX=g++-8
-      export CC=gcc-8
+      brew install libomp
+      brew reinstall cmake
       wget -O conda.sh https://repo.continuum.io/miniconda/Miniconda${PYTHON_VERSION:0:1}-latest-MacOSX-x86_64.sh
       bash conda.sh -b -p $HOME/miniconda
       export PATH=$HOME/miniconda/bin:$PATH

.vsts-ci/test.sh

@@ -42,6 +42,10 @@ fi
 
 conda install -q -y -n $CONDA_ENV numpy nose scipy scikit-learn pandas matplotlib python-graphviz pytest
 
+if [[ $AGENT_OS == "Darwin" ]] ; then
+    ln -sf `ls -d "$(brew --cellar libomp)"/*/lib`/* $CONDA_PREFIX/lib || exit -1  # fix "OMP: Error #15: Initializing libiomp5.dylib, but found libomp.dylib already initialized." (OpenMP library conflict due to conda's MKL)
+fi
+
 if [[ $TASK == "sdist" ]]; then
     cd ${BUILD_REPOSITORY_LOCALPATH}/python-package && python setup.py sdist || exit -1
     pip install ${BUILD_REPOSITORY_LOCALPATH}/python-package/dist/lightgbm-$LGB_VER.tar.gz -v || exit -1