zmq: add optional dependency on openpgm

And add a patch for CMakeList.txt to configure
correctly with openpgm enabled.

Signed-off-by: Ye Holmes <yeholmes@outlook.com>

libs/zmq/patches/0001-fix-openpgm-linking-for-zeromq.patch

@@ -0,0 +1,40 @@
+From 68546793d3ead9fef78f4b6670b4bee92ae99bc8 Mon Sep 17 00:00:00 2001
+From: Ye Holmes <yeholmes@outlook.com>
+Date: Wed, 17 Feb 2021 19:26:52 +0800
+Subject: [PATCH] fix-openpgm-linking-for-zeromq
+
+---
+ CMakeLists.txt | 8 +++++++-
+ 1 file changed, 7 insertions(+), 1 deletion(-)
+
+--- a/CMakeLists.txt
++++ b/CMakeLists.txt
+@@ -793,7 +793,7 @@ else()
+     # message(FATAL_ERROR "WITH_OPENPGM not implemented")
+ 
+     if(NOT OPENPGM_PKGCONFIG_NAME)
+-      set(OPENPGM_PKGCONFIG_NAME "openpgm-5.2")
++      set(OPENPGM_PKGCONFIG_NAME "openpgm-5.3")
+     endif()
+ 
+     set(OPENPGM_PKGCONFIG_NAME
+@@ -804,6 +804,8 @@ else()
+ 
+     if(OPENPGM_FOUND)
+       message(STATUS ${OPENPGM_PKGCONFIG_NAME}" found")
++      find_library(OPENPGM_LIBRARIES NAMES libpgm pgm)
++      set(pkg_config_libs_private "${pkg_config_libs_private} -lpgm")
+       set(pkg_config_names_private "${pkg_config_names_private} ${OPENPGM_PKGCONFIG_NAME}")
+     else()
+       message(
+@@ -1447,6 +1449,10 @@ if(BUILD_SHARED)
+     endif()
+   endif()
+ 
++  if(OPENPGM_FOUND)
++   target_link_libraries(libzmq ${OPENPGM_LIBRARIES})
++  endif()
++
+   if(HAVE_WS2_32)
+     target_link_libraries(libzmq ws2_32)
+   elseif(HAVE_WS2)