Could you please attach your project? So we can have a check about the problem.
This warning happens because multiple symbols were linked into the application. We noticed similar problem reported before. For example, some users were building some lib files. When building the library file, MKL libraries are also add into linking command line. When MKL library is added into several libraries, multiple symbols will added and may report warning like that. Only when you built the application (.exe files), MKL library will be added in the linking command line.