fix errors from MSVC '/permissive-' mode (fixes #6230)

[Zhaojun-Liu]

Fixes #6230

Add stdexcept header file to fix error C2039: 'invalid_argument': is not a member of 'std' under option /permissive-.

[jameslamb]

Thanks very much for the fix!

I think we should start passing /permissive- when running tests with MSVC here, to catch more such things earlier. Are you interested in a follow-up pull request to add testing like that? I'd be happy to help with the contribution process.

[Zhaojun-Liu]

Thanks very much for the fix!

I think we should start passing /permissive- when running tests with MSVC here, to catch more such things earlier. Are you interested in a follow-up pull request to add testing like that? I'd be happy to help with the contribution process.

I'd love to, so how should I do next? @jameslamb

[jameslamb]

I'd love to

Thanks!

Let's try using the Windows cpp_tests CI job that runs on Azure DevOps for this purpose.

Here's an example build log where you can see it's using MSVC from Visual Studio 16 2019:

https://dev.azure.com/lightgbm-ci/lightgbm-ci/_build/results?buildId=15541&view=logs&j=1f4df553-f999-5fff-c6fe-71123c872ae2&t=5236b51f-5710-5c9e-d20e-7548daf49042

Somewhere in this block, add /permissive- to the the compiler flags:

LightGBM/CMakeLists.txt

Lines 643 to 656 in 522f0f0

	if(MSVC)
	set(
	CompilerFlags
	CMAKE_CXX_FLAGS
	CMAKE_CXX_FLAGS_DEBUG
	CMAKE_CXX_FLAGS_RELEASE
	CMAKE_C_FLAGS
	CMAKE_C_FLAGS_DEBUG
	CMAKE_C_FLAGS_RELEASE
	)
	foreach(CompilerFlag ${CompilerFlags})
	string(REPLACE "/MD" "/MT" ${CompilerFlag} "${${CompilerFlag}}")
	endforeach()
	endif()

Open a draft pull request so we can see what happens in CI, and we can help from there.

[Zhaojun-Liu]

@jameslamb I submitted a draft pull request, I'm not sure if it's correct, you can check #6234.