Adding static library option

[ghost]

This adds a cmake option to build the library statically which is useful when linking into a static executable. The option is disabled by default.

[StrikerRUS]

I guess this piece of code should be updated as well:

LightGBM/CMakeLists.txt

Lines 216 to 220 in e83042f

	if(APPLE_OUTPUT_DYLIB)
	SET(CMAKE_SHARED_LIBRARY_SUFFIX ".dylib")
	else()
	SET(CMAKE_SHARED_LIBRARY_SUFFIX ".so")
	endif()

[ghost]

I believe the shared library suffix code should be fine as is since I don't think CMAKE_SHARED_LIBRARY_SUFFIX is used explicitly anywhere.

[StrikerRUS]

@dpayne I mean, APPLE_OUTPUT_DYLIB should affect suffix for static library, shouldn't it?

[ghost]

Apple should only be using DYLIB when building the shared library. I know this isn't definitive but at least on my local mac book I get
[100%] Linking CXX static library ../lib_lightgbm.a
The suffix there is that static lib suffix.

[jameslamb]

@dpayne I apologize for the inconvenience, but could you please merge the most recent changes from master into this branch?

We have had some recent changes to our continuous integration setup that you'll need for this PR to pass checks.

Thanks for using and contributing to LightGBM!

[yiwiz-sai]

very cool, static library is necessary !

[github-actions]

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