Continuous models (LP, QP, SOCP)
When solving continuous models with the barrier algorithm (Method = 2), the matrix factorization is faster with more threads. However, more threads will not make the simplex method any faster.
Mixed-Integer Programs
For MIPs where the optimization requires a large number of nodes, more threads can improve the time to solve. For MIPs that are solved at or near the root node, more threads generally will not help much.