Hi, I have a problem with the callback procedure that is called at each iteration but not the last.
At each iteration, the callback is called, if the solution violates the constraints, the cuts are generated
and added to the model, but in the last iteration the callback is not called at all, so the feasibility is not checked and the optimal solution provided by (cplex or gurobi, I tried both) is in fact infeasible.
This is a scheme of the code:
GMPRelaxedModel := GMP::Instance::Generate(NoEnergy_per_lazy) ;
GMP::Instance::SetCallbackAddLazyConstraint( GMPRelaxedModel, 'Robust_NogoodCut' );
GMP::Instance::Solve( GMPRelaxedModel );