[CI] Upgrade to CMake 3.14 (#7060)

* [CI] Upgrade to CMake 3.14

* Add FATAL_ERROR directive, for users with CMake 2.x

CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.13)
+cmake_minimum_required(VERSION 3.14 FATAL_ERROR)
 project(xgboost LANGUAGES CXX C VERSION 1.5.0)
 include(cmake/Utils.cmake)
 list(APPEND CMAKE_MODULE_PATH "${xgboost_SOURCE_DIR}/cmake/modules")

tests/ci_build/Dockerfile.clang_tidy

@@ -14,8 +14,8 @@ RUN \
     add-apt-repository -u 'deb http://apt.llvm.org/bionic/ llvm-toolchain-bionic-10 main' && \
     apt-get update && \
     apt-get install -y llvm-10 clang-tidy-10 clang-10 && \
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr
 
 # Set default clang-tidy version
 RUN \

tests/ci_build/Dockerfile.cpu

@@ -9,8 +9,8 @@ RUN \
     apt-get update && \
     apt-get install -y tar unzip wget git build-essential doxygen graphviz llvm libasan2 libidn11 liblz4-dev ninja-build && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Python
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python

tests/ci_build/Dockerfile.gpu_build

@@ -11,8 +11,8 @@ RUN \
     apt-get update && \
     apt-get install -y tar unzip wget bzip2 libgomp1 git build-essential doxygen graphviz llvm libasan2 libidn11 liblz4-dev ninja-build && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Python
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python

tests/ci_build/Dockerfile.gpu_build_centos6

@@ -23,8 +23,8 @@ RUN \
     bash Miniconda3.sh -b -p /opt/python && \
     /opt/python/bin/python -m pip install auditwheel && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Ninja
     mkdir -p /usr/local && \
     cd /usr/local/ && \

tests/ci_build/Dockerfile.gpu_build_r_centos6

@@ -86,8 +86,8 @@ RUN \
     bash Miniconda3.sh -b -p /opt/python && \
     /opt/python/bin/python -m pip install auditwheel && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Ninja
     mkdir -p /usr/local && \
     cd /usr/local/ && \

tests/ci_build/Dockerfile.jvm

@@ -18,8 +18,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Maven
     wget https://archive.apache.org/dist/maven/maven-3/3.6.1/binaries/apache-maven-3.6.1-bin.tar.gz && \
     tar xvf apache-maven-3.6.1-bin.tar.gz -C /opt && \

tests/ci_build/Dockerfile.jvm_gpu_build

@@ -22,8 +22,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr && \
     # Maven
     wget https://archive.apache.org/dist/maven/maven-3/3.6.1/binaries/apache-maven-3.6.1-bin.tar.gz && \
     tar xvf apache-maven-3.6.1-bin.tar.gz -C /opt && \

tests/ci_build/Dockerfile.rmm

@@ -14,8 +14,8 @@ RUN \
     wget -O Miniconda3.sh https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh && \
     bash Miniconda3.sh -b -p /opt/python && \
     # CMake
-    wget -nv -nc https://cmake.org/files/v3.13/cmake-3.13.0-Linux-x86_64.sh --no-check-certificate && \
-    bash cmake-3.13.0-Linux-x86_64.sh --skip-license --prefix=/usr
+    wget -nv -nc https://cmake.org/files/v3.14/cmake-3.14.0-Linux-x86_64.sh --no-check-certificate && \
+    bash cmake-3.14.0-Linux-x86_64.sh --skip-license --prefix=/usr
 
 # NCCL2 (License: https://docs.nvidia.com/deeplearning/sdk/nccl-sla/index.html)
 RUN \