[ci] migrate CI from macOS 10.14 to 10.15 and drop support of Mojave (#4849)

* Update .vsts-ci.yml

* Update setup.sh

* Update .vsts-ci.yml

* Update test.sh

* Update README.rst

.ci/setup.sh

@@ -4,7 +4,7 @@ if [[ $OS_NAME == "macos" ]]; then
     if  [[ $COMPILER == "clang" ]]; then
         brew install libomp
         if [[ $AZURE == "true" ]]; then
-            sudo xcode-select -s /Applications/Xcode_9.4.1.app/Contents/Developer || exit -1
+            sudo xcode-select -s /Applications/Xcode_10.3.app/Contents/Developer || exit -1
         fi
     else  # gcc
         if [[ $TASK != "mpi" ]]; then

.ci/test.sh

@@ -140,7 +140,7 @@ if [[ $TASK == "sdist" ]]; then
 elif [[ $TASK == "bdist" ]]; then
     if [[ $OS_NAME == "macos" ]]; then
         cd $BUILD_DIRECTORY/python-package && python setup.py bdist_wheel --plat-name=macosx --python-tag py3 || exit -1
-        mv dist/lightgbm-$LGB_VER-py3-none-macosx.whl dist/lightgbm-$LGB_VER-py3-none-macosx_10_14_x86_64.macosx_10_15_x86_64.macosx_11_6_x86_64.macosx_12_0_x86_64.whl
+        mv dist/lightgbm-$LGB_VER-py3-none-macosx.whl dist/lightgbm-$LGB_VER-py3-none-macosx_10_15_x86_64.macosx_11_6_x86_64.macosx_12_0_x86_64.whl
         if [[ $PRODUCES_ARTIFACTS == "true" ]]; then
             cp dist/lightgbm-$LGB_VER-py3-none-macosx*.whl $BUILD_ARTIFACTSTAGINGDIRECTORY
         fi

.vsts-ci.yml

@@ -217,7 +217,7 @@ jobs:
     OS_NAME: 'macos'
     PRODUCES_ARTIFACTS: 'true'
   pool:
-    vmImage: 'macOS-10.14'
+    vmImage: 'macOS-10.15'
   strategy:
     matrix:
       regular:

python-package/README.rst

@@ -30,7 +30,7 @@ For **Linux** users, **glibc** >= 2.14 is required. Also, in some rare cases, wh
 
 For **macOS** (we provide wheels for 3 newest macOS versions) users:
 
-- Starting from version 2.2.1, the library file in distribution wheels is built by the **Apple Clang** (Xcode_8.3.3 for versions 2.2.1 - 2.3.1, and Xcode_9.4.1 from version 2.3.2) compiler. This means that you don't need to install the **gcc** compiler anymore. Instead of that you need to install the **OpenMP** library, which is required for running LightGBM on the system with the **Apple Clang** compiler. You can install the **OpenMP** library by the following command: ``brew install libomp``.
+- Starting from version 2.2.1, the library file in distribution wheels is built by the **Apple Clang** (Xcode_8.3.3 for versions 2.2.1 - 2.3.1, Xcode_9.4.1 for versions 2.3.2 - 3.3.1 and Xcode_10.3 from version 4.0.0) compiler. This means that you don't need to install the **gcc** compiler anymore. Instead of that you need to install the **OpenMP** library, which is required for running LightGBM on the system with the **Apple Clang** compiler. You can install the **OpenMP** library by the following command: ``brew install libomp``.
 
 - For version smaller than 2.2.1 and not smaller than 2.1.2, **gcc-8** with **OpenMP** support must be installed first. Refer to `Installation Guide <https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#gcc>`__ for installation of **gcc-8** with **OpenMP** support.