Possible violations of Lorentz invariance (LIV) have been investigated for a long time using the observed spectral lags of gamma-ray bursts (GRBs). However, these generally have relied on using a single photon in the highest energy range. Furthermore, the search for LIV lags has been hindered by our ignorance concerning the intrinsic time lag in different energy bands. GRB 160625B, the only burst so far with a well-defined transition from positive lags to negative lags provides a unique opportunity to put new constraints on LIV. Using multi-photon energy bands we consider the contributions to the observed spectral lag from both the intrinsic time lag and the lag by LIV effects, and assuming the intrinsic time lag to have a positive dependence on the photon energy, we obtain robust limits on LIV by directly fitting the spectral lag data of GRB 160625B. Here we show that these robust limits on the quantum gravity energy scales are E-QG,E-1 >= 0.5 x 10(16) GeV for the linear, and E-QG,E-2 >= 1.4 x 10(7) GeV for the quadratic LIV effects, respectively. In addition, we give, for the first time, a reasonable formulation of the intrinsic energy-dependent time lag.