Picos retrieve only part of solution from solvers

I am running a big optimization problem with PICOS and CPLEX. There are at least 25k binary variables with at least 15k constraints.

PICOS build the optimization problem, translate it and solve it without errors. However, when I retrieve the solution this solution violates some (hard) constraints. This problem is not systematic, what makes it very hard to debug. In other words, I solve it once with cplex and some constraints are violated. Then, I run the program again and all constraints are satisfied.

Since the solver does not complain about any constraint violation (it would return that the optimization problem is unfeasible), I believe the problem is when PICOS get the solution from the solver. I think it is important to say that I also have this problem with MOSEK (more frequently).

Do you have any idea of what I could do?

Thanks.