Update threadsafety warning in README.md

README.md

@@ -169,5 +169,11 @@ If you have trouble updating, please open a GitHub issue.
 
 Due to limitations in the interaction between Julia and C, KNITRO.jl disables
 multi-threading if the problem is nonlinear. This will override any options such
-as `par_numthreads` that you may have set. Read [GitHub issue #93](https://github.com/jump-dev/KNITRO.jl/issues/93)
-for more details.
+as `par_numthreads` that you may have set.
+
+If you are using the low-level API, opt-in to enable multi-threading by calling
+`KN_solve(model.env)` instead of `KN_solve(model)`, where `model` is the value
+returned by `model = KN_new()`. Note that calling `KN_solve(model.env)` is an
+advanced operation because it requires all callbacks you provide to be threadsafe.
+
+Read [GitHub issue #93](https://github.com/jump-dev/KNITRO.jl/issues/93) for more details.