[CI] Build pip wheel with RMM support (#9383)

tests/ci_build/Dockerfile.gpu_build_centos7

@@ -2,6 +2,7 @@ ARG CUDA_VERSION_ARG
 FROM nvidia/cuda:$CUDA_VERSION_ARG-devel-centos7
 ARG CUDA_VERSION_ARG
 ARG NCCL_VERSION_ARG
+ARG RAPIDS_VERSION_ARG
 
 # Install all basic requirements
 RUN \
@@ -16,8 +17,8 @@ RUN \
     bash conda.sh -b -p /opt/mambaforge && \
     /opt/mambaforge/bin/python -m pip install awscli && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.18/cmake-3.18.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.18.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.24/cmake-3.24.0-linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.24.0-linux-x86_64.sh --skip-license --prefix=/usr
 
 # NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
 RUN \
@@ -33,9 +34,21 @@ ENV PATH=/opt/mambaforge/bin:/usr/local/ninja:$PATH
 ENV CC=/opt/rh/devtoolset-9/root/usr/bin/gcc
 ENV CXX=/opt/rh/devtoolset-9/root/usr/bin/c++
 ENV CPP=/opt/rh/devtoolset-9/root/usr/bin/cpp
+ENV CUDAHOSTCXX=/opt/rh/devtoolset-9/root/usr/bin/c++
 
 ENV GOSU_VERSION 1.10
 
+# Install RMM
+RUN git clone -b v${RAPIDS_VERSION_ARG}.00 https://github.com/rapidsai/rmm.git --recurse-submodules --depth 1 && \
+    pushd rmm && \
+    mkdir build && \
+    pushd build && \
+    cmake .. -GNinja -DCMAKE_INSTALL_PREFIX=/opt/rmm -DCUDA_STATIC_RUNTIME=ON && \
+    cmake --build . --target install && \
+    popd && \
+    popd && \
+    rm -rf rmm
+
 # Install gRPC
 RUN git clone -b v1.49.1 https://github.com/grpc/grpc.git \
       --recurse-submodules --depth 1 && \