<p>In <a href="https://github.com/mlpack/mlpack/pull/700#discussion_r70058287">CMakeLists.txt</a>:</p>
<pre style='color:#555'>&gt; @@ -237,7 +236,7 @@ add_definitions(-DBOOST_TEST_DYN_LINK)
&gt;  # This way we can skip calls to functions defined in omp.h with code like:
&gt;  # if (HAS_OPENMP == 1) { openMP code here }
&gt;  # If OpenMP is found, define HAS_OPENMP to be 1. Otherwise define it to be 0.
&gt; -find_package(OpenMP 3)
&gt; +find_package(OpenMP 3.0.0 )
</pre>
<p>This weird thing is happening in AppVeyor:<br>
In line 283, it performs the OpenMP test and actually does find version 3.0.0:</p>

<pre><code>277 -- Try OpenMP C flag = [/openmp]
278 -- Performing Test OpenMP_FLAG_DETECTED
279 -- Performing Test OpenMP_FLAG_DETECTED - Success
280 -- Try OpenMP CXX flag = [/openmp]
281 -- Performing Test OpenMP_FLAG_DETECTED
282 -- Performing Test OpenMP_FLAG_DETECTED - Success
283 -- Found OpenMP: /openmp (Required is at least version "3.0.0") 
</code></pre>

<p>Shouldn't the build actually not find OpenMP since Visual Studio only supports version 2.0 <a href="https://msdn.microsoft.com/en-us/library/tt15eb9t.aspx">according to this?</a></p>

<p>This is the cause for the failure - My CMake code thinks it found OpenMP &gt; 3, but it hasn't...</p>

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