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Eigen3 Optimize for AVX2 instruction set error

I’m trying to use Eigen3 frontend with Intel MKL backend.
I’m optimizing the program for AVX2 instruction set.
When I define AVX2, I get the bellow mentioned.
If I don’t define AVX2, I get SSE and SSE2 instruction set enabled message.

Eigen3 Optimize for AVX2 instruction set error

I’m trying to use Eigen3 frontend with Intel MKL backend.
I’m optimizing the program for AVX2 instruction set.
When I define AVX2, I get the bellow mentioned.
If I don’t define AVX2, I get SSE and SSE2 instruction set enabled message.