OpenMP fixes

This MR contains a fix related to OpenMP:

• On Windows, OpenMP 2 does not support unsigned integral types in parallel for loops

Related to #1761 (closed)

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• 3e824734 - Revert "BUG: #1761 (closed): fix openMP linker flag"

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The modification on linker flags is not needed, and causes a lot of warnings on Windows (commit reverted).

The correct way to avoid linking errors is to do a proper find_package(OpenMP)

This branch fixes the compilation on Windows, however some machine learning tests are impacted: there is an access violation error at the closure of the application (only the return code shows the problem).

I propose to merge this branch anyway as it allows to compile properly on Windows.

changed the description

mentioned in commit 94539631

merged

mentioned in issue #1761 (closed)

mentioned in issue #1722 (closed)

changed milestone to %7.0.0