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Callbacks are available from CP using C++ or Java, but not if using the API from C# (or any .Net language). This seems to be very strange as the internal structures must be there inside the CP libraries etc in order to support the callbacks from C++ or Java, and callbacks work in the .Net API from the CPLEX MIP engine.
Not having the callbacks available in C# is a problem as we cannot provide any progress updates etc for our client during the solving process in our large and complex scheduling application.
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