Update link for AMD APP SDK download. (#849)

docs/GPU-Targets.md

@@ -8,7 +8,7 @@ You can find below a table of correspondence:
 | SDK | CPU Intel/AMD | GPU Intel | GPU AMD | GPU NVIDIA |
 | --- | :---: | :---: | :---: | :---: |
 | [Intel SDK for OpenCL](https://software.intel.com/en-us/articles/opencl-drivers) | Supported | Supported * | Supported | Untested |
-| [AMD APP SDK](http://developer.amd.com/tools-and-sdks/opencl-zone/amd-accelerated-parallel-processing-app-sdk/) | Supported | Untested * | Supported | Untested |
+| [AMD APP SDK](http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/) | Supported | Untested * | Supported | Untested |
 | [NVIDIA CUDA Toolkit](https://developer.nvidia.com/cuda-downloads) | Untested ** | Untested ** | Untested ** | Supported |
 
 Legend:

docs/GPU-Windows.md

@@ -58,7 +58,7 @@ Does not apply to you if you do not use a third-party antivirus nor the default
 Installing the appropriate OpenCL SDK requires you to download the correct vendor source SDK. You need to know on what you are going to use LightGBM!:
 
 * For running on Intel, get Intel SDK for OpenCL: https://software.intel.com/en-us/articles/opencl-drivers (NOT RECOMMENDED)
-* For running on AMD, get AMD APP SDK: http://developer.amd.com/tools-and-sdks/opencl-zone/amd-accelerated-parallel-processing-app-sdk/
+* For running on AMD, get AMD APP SDK: http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/
 * For running on NVIDIA, get CUDA Toolkit: https://developer.nvidia.com/cuda-downloads
 
 Further reading and correspondnce table (especially if you intend to use cross-platform devices, like Intel CPU with AMD APP SDK): [GPU SDK Correspondence and Device Targeting Table](./GPU-Targets.md).