> It's a good idea but we should do this very carefully to avoid the potential 
> conflict from different binaries, like different omp.

Hi @pengzhao-intel we are linking against libmxnet.so when building the 
external libraries.
```
g++ -shared -fPIC -std=c++11 init_lib.cc min_ex.cc.o ../../../src/lib_api.cc \
        -o libmin_ex.so -I../../../include -L../../../build -lmxnet
```
So there is some expectation that that the library plays nice with whatever is 
in MXNet (ie. OpenMP). Is there something else im missing? What use-cases 
around OpenMP should we consider that might cause conflicts?

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