Throw warning if fewer nodes than threads

src/plugins/parallel_schemes.jl

@@ -369,9 +369,19 @@ function master_loop(
     model::PolicyGraph{T},
     options::Options,
 ) where {T}
+    max_threads = Threads.nthreads()
+    num_nodes = length(model.nodes)
+    if num_nodes < max_threads
+        @warn(
+            "There are fewer nodes in the graph ($num_nodes) than there are " *
+            "threads available ($max_threads). Limiting the number of " *
+            "threads to $num_nodes."
+        )
+        max_threads = num_nodes
+    end
     _initialize_solver(model; throw_error = false)
     keep_iterating, status = true, nothing
-    @sync for _ in 1:Threads.nthreads()
+    @sync for _ in 1:max_threads
         Threads.@spawn begin
             try
                 # This access of `keep_iterating` is not thread-safe, but it

test/plugins/threaded.jl

@@ -66,3 +66,26 @@ function test_threaded()
 end
 
 test_threaded()
+
+function test_threaded_warning()
+    if Threads.nthreads() == 1
+        return  # Skip this test if running in serial
+    end
+    model = SDDP.PolicyGraph(
+        SDDP.UnicyclicGraph(0.95);
+        sense = :Min,
+        lower_bound = 0.0,
+        optimizer = HiGHS.Optimizer,
+    ) do sp, t
+        @variable(sp, 0 <= x <= 1, SDDP.State, initial_value = 1)
+        @stageobjective(sp, x.out)
+        return
+    end
+    @test_logs(
+        (:warn,),
+        SDDP.train(model; parallel_scheme = SDDP.Threaded()),
+    )
+    return
+end
+
+test_threaded_warning()