Enable OpenMP with Apple Clang (Mac default compiler) (#5146)

* Add OpenMP as CMake target

* Require CMake 3.12, to allow linking OpenMP target to objxgboost

* Specify OpenMP compiler flag for CUDA host compiler

* Require CMake 3.16+ if the OS is Mac OSX

* Use AppleClang in Mac tests.

* Update dmlc-core

tests/ci_build/Dockerfile.cpu

@@ -1,5 +1,5 @@
 FROM ubuntu:18.04
-ARG CMAKE_VERSION=3.3
+ARG CMAKE_VERSION=3.12
 
 # Environment
 ENV DEBIAN_FRONTEND noninteractive