[mlpack-git] [mlpack/mlpack] LSHSearch Parallelization (#700)

[Yannis Mentekidis]

I forgot to remove one openMP `#pragma` from BaseCase so the appveyor build failed. Travis-CI had a random unrelated error.
I fixed that, and also removed the `-DHAS_OPENMP` switch to simplify the `CMakeLists.txt` file. If that works with appveyor I'll remove the old code from CMakeLists and push again, then I think from an implementation standpoint, we're ready to merge. Tell me if you'd like to fix/change anything else :)

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