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I include a timeout on the WaitOne() before checking remaining again to protect against the rare case where the last outstanding thread decrements 'remaining' and then signals completion between the main thread checking 'remaining' and waiting for the next completion signal, which would otherwise result in the main thread missing the last signal and locking forever. This is faster than just using Thread.Sleep(10) because it has a chance to return immediately after the last thread completes.

My #1 goal is to ensure thread safety. I want to be sure I won't accidentally return too early (before all elements have been acted on), and be sure that I don't become deadlocked or otherwise stuck.

My #2 goal is to add as little overhead as possible - minimizing amount of time that fewer than MAX_CONCURRENT threads are executing action, and returning as soon as possible after the final action has been performed.

Any help is greatly appreciated.

I include a timeout on the WaitOne() before checking remaining again to protect against the rare case where the last outstanding thread decrements 'remaining' and then signals completion between the main thread checking 'remaining' and waiting for the next completion signal, which would otherwise result in the main thread missing the last signal and locking forever. This is faster than just using Thread.Sleep(10) because it has a chance to return immediately after the last thread completes.

Goals:

1. Ensure thread safety - I want to be sure I won't accidentally return too early (before all elements have been acted on), and be sure that I don't become deadlocked or otherwise stuck.

2. Add as little overhead as possible - minimizing amount of time that fewer than MAX_CONCURRENT threads are executing action, and returning as soon as possible after the final action has been performed.

Edit

I've made use of a CountdownEvent signal to avoid the use of the remaining integer and avoid the busy waiting involved in polling it with the unreliable AutoResetEvent onComplete:

public static void PerformActionsInParallel<T>(IEnumerable<T> elements, Action<T> action)
{
    int threads = MaxConcurrent ?? DefaultMaxConcurrentRequests;
    // Ensure elements is only enumerated once.
    elements = elements as T[] ?? elements.ToArray();
    // Semaphore limiting the number of parallel requests
    Semaphore limit = new Semaphore(MAX_CONCURRENT, MAX_CONCURRENT);
    // Count of the number of remaining threads to be completed
    CountdownEvent remaining = new CountdownEvent(elements.Count());

    foreach (T element in elements)
    {
        limit.WaitOne();
        new Thread(() =>
        {
            try
            {
                action(element);
            }
            catch (Exception ex)
            {
                Console.WriteLine("Error performing concurrent action: " + ex);
            }
            finally
            {
                remaining.Signal();
                limit.Release();
            }
        }).Start();
    }
    // Wait for all requests to complete
    remaining.Wait();
}

Edit

I've made use of a CountdownEvent signal to avoid the use of the remaining integer and avoid the busy waiting involved in polling it with the unreliable AutoResetEvent onComplete:

public static void PerformActionsInParallel<T>(IEnumerable<T> elements, Action<T> action)
{
    int threads = MaxConcurrent ?? DefaultMaxConcurrentRequests;
    // Ensure elements is only enumerated once.
    elements = elements as T[] ?? elements.ToArray();
    // Semaphore limiting the number of parallel requests
    Semaphore limit = new Semaphore(MAX_CONCURRENT, MAX_CONCURRENT);
    // Count of the number of remaining threads to be completed
    CountdownEvent remaining = new CountdownEvent(elements.Count());

    foreach (T element in elements)
    {
        limit.WaitOne();
        new Thread(() =>
        {
            try
            {
                action(element);
            }
            catch (Exception ex)
            {
                Console.WriteLine("Error performing concurrent action: " + ex);
            }
            finally
            {
                remaining.Signal();
                limit.Release();
            }
        }).Start();
    }
    // Wait for all requests to complete
    remaining.Wait();
}