When solving a continuous model (LP, QP, SOCP) 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.
For MIP, more threads can solve a model faster if it takes a large number of nodes to solve the model. For a MIP that is solved at or near the root node, more threads will not help much, if at all.