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 );