Installation path and build_doc problems of Mkldnn

[luotao1]

Though #3096 is closed, there are two commits should be merged at first.

• The installation path of Mkldnn is in /home/user/opt/paddle/thirdparty currently. We should move it paddle/thirdparty, where all other thirdparty libraries located. e9e6a81
• build_doc in travis-ci will be failed if -DWITH_MKLDNN=True -DWITH_MKLML=True. We should set it false when generating document. 4dd31e8

@tensor-tang will implement it. Thx!

[tensor-tang]

Sure, will update soon.

But, one point to be clarify:
Because MKLDNN and MKLML *.so move to build/third_party, then build doc will fail as it will remove all *.so before build doc.
Then , we will need to disable MKLDNN and MKLML when build doc.

This should lead to another issue to figure out how to integrate those so files into paddle whl.
We should follow it later.

[luotao1]

This should lead to another issue to figure out how to integrate those so files into paddle whl.
We should follow it later.

The issue is #3213