Make CMakeLists.txt compatible with CMake 3.3 (#4420)

* Make CMakeLists.txt compatible with CMake 3.3; require CMake 3.11 for MSVC

* Use CMake 3.12 when sanitizer is enabled

* Disable funroll-loops for MSVC

* Use cmake version in container name

* Add missing arg

* Fix egrep use in ci_build.sh

* Display CMake version

* Do not set OpenMP_CXX_LIBRARIES for MSVC

* Use cmake_minimum_required()

tests/cpp/CMakeLists.txt

@@ -44,6 +44,9 @@ set_target_properties(
   testxgboost PROPERTIES
   CXX_STANDARD 11
   CXX_STANDARD_REQUIRED ON)
+if ((NOT OpenMP_CXX_LIBRARIES) AND (NOT MSVC))  # old CMake doesn't define this variable
+  set(OpenMP_CXX_LIBRARIES "gomp;pthread")
+endif ((NOT OpenMP_CXX_LIBRARIES) AND (NOT MSVC))
 target_link_libraries(testxgboost
   PRIVATE
   ${GTEST_LIBRARIES}