An integer linear-programming problem is a linear-programming problem with the additional constraint that the variables x must take on integral values. Exercise 34.5-3 shows that just determining whether an integer linear program has a feasible solution is NP-hard, which means that there is no known polynomial-time algorithm for this problem.

a. Show that weak duality (Lemma 29.8) holds for an integer linear program.

b. Show that duality (Theorem 29.10) does not always hold for an integer linear program.

c. Given a primal linear program in standard form, let us define P to be the optimal objective value for the primal linear program, D to be the optimal objective value for its dual, IP to be the optimal objective value for the integer version of the primal (that is, the primal with the added constraint that the variables take on integer values), and ID to be the optimal objective value for the integer version of the dual. Assuming that both the primal integer program and the dual integer program are feasible and bounded, show that

IP < P = D < ID .