change mxnet_option behavior

fix omp with msvc with mkldnn

Author: yajiedesign

CMakeLists.txt

@@ -29,7 +29,7 @@ mxnet_option(USE_SSE              "Build with x86 SSE instruction support" ON IF
 mxnet_option(USE_F16C             "Build with x86 F16C instruction support" ON) # autodetects support if ON
 mxnet_option(USE_LAPACK           "Build with lapack support" ON)
 mxnet_option(USE_MKL_IF_AVAILABLE "Use MKL if found" ON)
-mxnet_option(USE_MKLML_MKL        "Use MKLDNN variant of MKL (if MKL found)" ON IF USE_MKL_IF_AVAILABLE AND (NOT APPLE))
+mxnet_option(USE_MKLML_MKL        "Use MKLDNN variant of MKL (if MKL found)" ON IF USE_MKL_IF_AVAILABLE AND (NOT APPLE) AND (NOT MSVC) )
 mxnet_option(USE_MKLDNN           "Use MKLDNN variant of MKL (if MKL found)" ON IF USE_MKL_IF_AVAILABLE AND (NOT APPLE) AND (NOT MSVC) AND (CMAKE_HOST_SYSTEM_PROCESSOR STREQUAL "x86_64") AND (NOT CMAKE_CROSSCOMPILING))
 mxnet_option(USE_OPERATOR_TUNING  "Enable auto-tuning of operators" ON IF NOT MSVC)
 mxnet_option(USE_GPERFTOOLS       "Build with GPerfTools support" OFF)

cmake/Utils.cmake

@@ -216,7 +216,7 @@ function(mxnet_option variable description value)
       option(${variable} "${description}" ${__value})
     endif()
   else()
-    unset(${variable} CACHE)
+    option(${variable} "${description}" OFF)
   endif()
 endfunction()