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Intermediate Proof

The Relationship Between an Integer Program and its LP Relaxation Optimal Values

Students often mistakenly assume that simply rounding the LP relaxation's optimal solution xLP x_{LP}^* will yield the IP's optimal solution xIP x_{IP}^* or its objective value. This is incorrect; rounding can lead to infeasible solutions or solutions far from optimal. The relationship is a bound on the objective values, not a direct transformation of solutions.
Institutional Reference: Linear and Integer Programming
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