I am implementing a machine learning algorithm for which I need to solve an integer linear program. To get the solution in polynomial time, the authors of the algorithm have dropped the integral constraints and instead solve the corresponding linear program.
I am not too aware of the theory of optimization, so using the Mosek optimization tool-kit as a black-box to solve the LP. Now obviously I have to add back the integral constraints once the solution of LP is obtained. Any ideas how to go about it? I am sure Mosek and other popular LP solvers would have an option for the same but can't seem to find it in their documentation or elsewhere.