Investigate using vcpkg's binary caching

[StephanTLavavej]

We recently encountered a sporadic CI failure in vcpkg:

Running 'vcpkg install --recurse boost-build --triplet x86-windows --clean-after-build' in directory 'C:\a\1\s/vcpkg' ...
C:\a\1\s\vcpkg\vcpkg.exe install --recurse boost-build --triplet x86-windows --clean-after-build
Computing installation plan...
Error: database corrupted. Package boost-math:arm-windows is installed but dependency boost-algorithm:arm-windows is not.
Note: Updating vcpkg by rerunning bootstrap-vcpkg may resolve this failure.
##[error]Last command execution failed with error code '1'.
##[error]Error: Last command execution failed with error code '1'.
##[error]vcpkg failed with error: 'Error: Last command execution failed with error code '1'.'.
Finishing: Run vcpkg to Install boost-build

Possibly related to our use of Azure Pipelines caching:

STL/azure-devops/vcpkg-dependencies.yml

Lines 14 to 20 in 194efde

	- task: Cache@2
	displayName: vcpkg/installed Caching
	timeoutInMinutes: 10
	inputs:
	key: '"${{ parameters.targetPlatform }}" | "$(${{ parameters.vcpkgSHAVar }})" | "2020-03-01.01"'
	path: '$(${{ parameters.vcpkgLocationVar }})/installed'
	cacheHitVar: CACHE_RESTORED

We should investigate using vcpkg's new binary caching feature: https://github.com/microsoft/vcpkg/blob/master/docs/users/binarycaching.md#azure-devops-artifacts

Also, I'd like to understand whether we actually need to build boost-math at all. We could use it header-only (confirmed by Casey Carter (@CaseyCarter)); is there a way to ask vcpkg to just download and extract the headers but not build the sources? I saw that there's an --only-downloads option, but I don't know if it does what I imagine.

[cbezault]

--only-downloads will just download the sources required for boost-math, however, it doesn't set up the nice CMake integration that vcpkg provides.

Like someone in the discord mentioned, if there isn't a header-only feature for this port we could contribute one.

[StephanTLavavej]

Labeling as help wanted for someone to contribute a "header-only" feature for boost-math in vcpkg.

[Athira2199]

Hi I would like to contribute, but not quiet sure what the header-only feature means Stephan T. Lavavej (@StephanTLavavej)

[StephanTLavavej]

I believe this requires intermediate-to-advanced familiarity with how https://github.com/microsoft/vcpkg builds libraries - what we're looking for is a way to use the boost-math library by having vcpkg download and extract its header files, but not build its source files. I am basically completely unfamiliar with how vcpkg works so I can't provide additional guidance.

[StephanTLavavej]

Boost.Math is adding a standalone version; this combined with header-only would be extremely interesting for us.