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Background: We found the pytorch Windows release/2.4 performance regression: https://github.com/pytorch/pytorch/issues/130619 After some debug works, I found the pytorch Windows static mkl build options are wrong: <img width="1049" alt="image" src="https://github.com/user-attachments/assets/38692142-bfca-4c98-8092-6e105c82bb13"> 1. Thread lib is wrong. 2. Miss `openmp` lib and config. > Debug history: https://github.com/pytorch/pytorch/issues/130619#issuecomment-2226782504 and https://github.com/pytorch/pytorch/issues/130619#issuecomment-2226418611 This PR will fix `mkl-static` build options issue. <img width="863" alt="image" src="https://github.com/user-attachments/assets/834f6cee-7e6d-4d74-b2bc-8a270f05e429"> Reference: <img width="482" alt="image" src="https://github.com/user-attachments/assets/8184dadb-f230-4062-a49f-51df1d7285f5"> https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl-link-line-advisor.html#gs.c6izlg Pull Request resolved: https://github.com/pytorch/pytorch/pull/130697 Approved by: https://github.com/jgong5, https://github.com/atalman