CMake not building a library when added as a subdirectory - c++

Question

I added the xgboost library as a git submodule of my project and I'm trying to add it to cmake as a subdirectory. Unfortunately it's not working. A simple hello world project with the following CMakeLists.txt replicates the error that I'm getting.
cmake_minimum_required(VERSION 3.2)
project(foo)
add_subdirectory(xgboost)
add_executable(${PROJECT_NAME} foo.cpp)
target_link_libraries(${PROJECT_NAME} xgboost)
After building the library there is nothing in the xgboost/lib directory so I get the following error.
clang: error: no such file or directory:
'/Users/.../myproject/xgboost/lib/libxgboost.dylib'
I think that the problem is generated in their CMakeLists file since they have two different targets. Maybe cmake is choosing the wrong target but I'm not familiar enough with cmake to figure it out. The following code is from xgboost's CMakeLists.
# Executable
add_executable(runxgboost $<TARGET_OBJECTS:objxgboost> src/cli_main.cc)
set_target_properties(runxgboost PROPERTIES
OUTPUT_NAME xgboost
)
set_output_directory(runxgboost ${PROJECT_SOURCE_DIR})
target_link_libraries(runxgboost ${LINK_LIBRARIES})
# Shared library
add_library(xgboost SHARED $<TARGET_OBJECTS:objxgboost>)
target_link_libraries(xgboost ${LINK_LIBRARIES})
set_output_directory(xgboost ${PROJECT_SOURCE_DIR}/lib)
#Ensure these two targets do not build simultaneously, as they produce outputs with conflicting names
add_dependencies(xgboost runxgboost)
My questions in order of importance are:
Is there any way to fix it without modifying xgboost's CMakeLists.txt file?
Is it reasonable to try to add xgboost to my project as a git submodule?
Is there any reason cmake is not instructing to build the library?
Note: There were several edits to this question since I tried to narrow down the problem and to provide more information.

Answer 1

(I would love to ask for few things beforehand in the comment section, but I have too low reputation to do so, so I will just give it a shot ;))
I have few suspects, and one of them is ${CMAKE_SOURCE_DIR} of the submodule's root CMakeLists.txt. Although the paths are set properly when you run that CMakeLists.txt alone, cmake gets confused the moment you add it as your subdirectory. Have you looked into another directories for your output binaries?
First I would suggest testing this hypothesis, and then I would suggest writing similar, but separate CMakeLists.txt file for xgboost library, and then substitute it in the project temporarily. Unfortunately the CMakeLists.txt filename is hardcoded and there is no possibility to have two files of that kind in one directory; so it seems that the answer to 1) is, that you rather have to change the file.
For the 2): as long as it does not require huge additional logic in your CMakeLists.txt, it makes sense. Other viable option is to create an install target, which you can use to install your xgboost library locally (using CMAKE_INSTALL_PREFIX(doc) variable), and then add the installation path to your CMAKE_LIBRARY_PATH(doc).