How to set linker flags for OpenMP in CMake's try_compile function

CMake has a standard module for testing if the compiler supports OpenMP:

find_package(OpenMP)
if (OPENMP_FOUND)
    set (CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${OpenMP_C_FLAGS}")
    set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
    set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")
endif()

Note:
This answer is not recommended to be used anymore for including OpenMP in the project for current CMake versions. Refer to the other answers.

As of CMake 3.9 there are imported OpenMP targets per language. I consider this to be a much more elegant solution. Here's an example in C++:

cmake_minimum_required(VERSION 3.9)
project(solver LANGUAGES CXX)

find_package(OpenMP REQUIRED)
add_executable(solver solver.cc)
target_link_libraries(solver PRIVATE OpenMP::OpenMP_CXX)

This is more convenient since it is less typing, and this way you don't have to adjust with compile flags, libraries, etc which are error-prone. This is the direction that modern CMake is going.

---

If you are working with something older than CMake 3.9 I still don't recommend the currently accepted answer. I believe setting the flags per-target is better:

add_executable(solver solver.cc)
target_link_libraries(solver PRIVATE "${OpenMP_CXX_FLAGS}")
target_compile_options(solver PRIVATE "${OpenMP_CXX_FLAGS}")

This may not work with some compilers; this is partly why CMake revamped its OpenMP support in CMake 3.9.

OpenMP support has been improved in CMake 3.9+

CMakeLists.txt

cmake_minimum_required(VERSION 3.9)
project(openmp_test) # you can change the project name

find_package(OpenMP)

add_executable(openmp_para_test main.cpp) # you can change the excutable name

if(OpenMP_CXX_FOUND)
    target_link_libraries(openmp_para_test PUBLIC OpenMP::OpenMP_CXX)
endif()

This way will correctly set the library link line differently from the compile line if needed.

Source.