Attention should be paid to aspects of connecting, data modeling, and optimizing queries to achieve good performance of Power BI when working with multidimensional models (OLAP cubes) integrated with a data warehouse.
Optimum Integration Strategies
Connection Types: Power BI supports Live Connections for OLAP cubes like SQL Server Analysis Services (SSAS). Live Connection queries the OLAP cube directly, thus, its pre-aggregated data and calculations, ensuring minimal data duplication and thereby achieving optimal performance, considering that it will just act as a visualization layer. For example, unlike DirectQuery, which queries the underlying database directly but does not fit with the multidimensional models, the preferred option for OLAP cubes is Live Connection.
Query Optimization: With Live Connection, ensure that multidimensional model optimization for query performance is achieved by indexing, caching, and refining aggregations within the cube. Partitioning the OLAP cube will help minimize query latency improvement and bring scalability for large dataset queries.
Model & Visual Simplification: Again, extend this to limiting complex visuals and measures in Power BI that could further increase query load. It is more useful to calculate measures in the cube itself rather than in Power BI, as that adds redundancies and performance bottlenecks.
Dealing with Connection Failures
If the connection fails with an OLAP cube, check the server settings, ensure that the user credentials have appropriate permissions, and check the firewall or network configurations. Testing the connection with SQL Server Management Studio can help disassociate the problem. Change from Live Connection to Import Mode or the other way around to assist in troubleshooting and validation.