support AppleClang with openmp

https://github.com/Microsoft/LightGBM/issues/1492

CMakeLists.txt

@@ -24,7 +24,7 @@ elseif(CMAKE_CXX_COMPILER_ID STREQUAL "Clang")
     message(FATAL_ERROR "Insufficient Clang version")
   endif()
 elseif(CMAKE_CXX_COMPILER_ID STREQUAL "AppleClang")
-    message(FATAL_ERROR "AppleClang isn't supported. Please see https://github.com/Microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#macos")
+    cmake_minimum_required(VERSION 3.12)
 endif()
 
 if(APPLE)
@@ -183,6 +183,13 @@ if(USE_MPI)
   TARGET_LINK_LIBRARIES(_lightgbm ${MPI_CXX_LIBRARIES})
 endif(USE_MPI)
 
+if(USE_OPENMP)
+    if(CMAKE_CXX_COMPILER_ID STREQUAL "AppleClang")
+        TARGET_LINK_LIBRARIES(lightgbm ${OpenMP_libomp_LIBRARY})
+        TARGET_LINK_LIBRARIES(_lightgbm ${OpenMP_libomp_LIBRARY})
+    endif()
+endif(USE_OPENMP)
+
 if(USE_GPU)
   TARGET_LINK_LIBRARIES(lightgbm ${OpenCL_LIBRARY} ${Boost_LIBRARIES})
   TARGET_LINK_LIBRARIES(_lightgbm ${OpenCL_LIBRARY} ${Boost_LIBRARIES})