> @samskalicky we've had the situation before where the libmxnet was linked 
> with gnu omp and libmkldnn was linked to intel omp (or might have been the 
> other way around).

Sounds vaguely familiar.....but what would we want the behavior to be in the 
case of "external components"? Are we saying that mx/lib must have the same 
omp? Or is there a way to have both coexist? Or try and detect a mismatch 
between mx/lib? 

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