[Cbc] Programmatic version of -threads

[acw at ascent.com]

I want to launch a Cbc solve under program control, but to enable 
multithreading.  How do I do programmatically, what I would ordinarily do 
from the Cbc command line with the option -threads?

(If nobody knows the answer quickly I will learn it by reading the 
command-line-parsing code, and I'll post the answer here.)
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