Fix compilation in OSX Catalina with OMP enabled

- Explicitly add linker flags from OMP

CMakeLists.txt

@@ -274,6 +274,11 @@ set(CMAKE_INSTALL_RPATH "${CMAKE_INSTALL_PREFIX}/${LIB_INSTALL_DIR}")
 endif()
 
 ### ---[ Find universal dependencies
+
+# Threads (required)
+find_package(Threads REQUIRED)
+
+# OpenMP (optional) needs to be included after Threads are found
 find_package(OpenMP COMPONENTS C CXX)
 if(OpenMP_FOUND)
   set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${OpenMP_C_FLAGS}")
@@ -299,14 +304,14 @@ if(OpenMP_FOUND)
     else()
       message(WARNING "Delay loading flag for OpenMP DLL is invalid.")
     endif()
+  else()
+    set(CMAKE_SHARED_LINKER_FLAGS "${CMAKE_SHARED_LINKER_FLAGS} ${OpenMP_CXX_LIBRARIES}")
+    set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_CXX_LIBRARIES}")
   endif()
 else()
   message(STATUS "Not found OpenMP")
 endif()
 
-# Threads (required)
-find_package(Threads REQUIRED)
-
 # Eigen (required)
 find_package(Eigen 3.1 REQUIRED)
 include_directories(SYSTEM ${EIGEN_INCLUDE_DIRS})