[ci] dowgrade gcc version for Linux on Azure (#1718)
* dowgrade gcc version on Azure * small fixes, update Artifacts condition for easy debug. * Update CMakeLists.txt * Update CMakeLists.txt * Update CMakeLists.txt * Update setup.sh * Update CMakeLists.txt * Update .vsts-ci.yml * Update CMakeLists.txt * remove the lgamma * update comment * make sure that we use appropriate compiler
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