Add InvalidCallbackUsage error

docs/src/apireference.md

@@ -458,6 +458,13 @@ inside a callback may throw:
 OptimizeInProgress
 ```
 
+Trying to submit the wrong type of [`AbstractSubmittable`](@ref) inside an
+[`AbstractCallback`](@ref) (e.g., a [`UserCut`](@ref) inside a
+[`LazyConstraintCallback`](@ref)) will throw:
+```@docs
+InvalidCallbackUsage
+```
+
 The rest of the errors defined in MOI fall in two categories represented by the
 following two abstract types:
 ```@docs

src/attributes.jl

@@ -513,6 +513,27 @@ struct UserCut{CallbackDataType} <: AbstractSubmittable
     callback_data::CallbackDataType
 end
 
+"""
+    struct InvalidCallbackUsage{C, S} <: Exception
+        callback::C
+        submittable::S
+    end
+
+An error indicating that `submittable` cannot be submitted inside `callback`.
+
+For example, [`UserCut`](@ref) cannot be submitted inside
+[`LazyConstraintCallback`](@ref).
+"""
+struct InvalidCallbackUsage{C, S} <: Exception
+    callback::C
+    submittable::S
+end
+
+function Base.showerror(io::IO, err::InvalidCallbackUsage)
+    print(io, "InvalidCallbackUsage: Cannot submit $(err.submittable) inside a $(err.callback).")
+end
+
+
 ## Optimizer attributes
 
 """

test/errors.jl

@@ -241,4 +241,9 @@ end
         MOI.ResultIndexBoundsError(MOI.VariablePrimal(1), 0)
     ) == "Result index of attribute MathOptInterface.VariablePrimal(1) out of" *
          " bounds. There are currently 0 solution(s) in the model."
+
+    @test sprint(
+        showerror,
+        MOI.InvalidCallbackUsage(MOI.LazyConstraintCallback(), MOI.UserCut(1))
+    ) == "InvalidCallbackUsage: Cannot submit $(MOI.UserCut(1)) inside a MathOptInterface.LazyConstraintCallback()."
 end