Thanks @abraemer for the response. That makes things clearer.
I have used multithreading before, which seems to make my code slower (but that was a few years ago), so I never tried it again. Also, I have several independent mathematical optimization problems that I am trying to parallelize. According to this post, distributed computing is more suited for large optimization problems. But maybe I am doing something wrong, I am not well-versed with all the technicalities behind multithreading and distributed computing.