The retained integer assignment constraints have only two feasible matrices,
Their totals are and respectively. For nonnegative Lagrange multipliers , add to the maximization objective. Each feasible point gains a nonnegative amount, so maximizing over the retained assignment set gives an upper bound:
The Lagrangian dual problem minimizes this convex piecewise-linear function over . Put ; every real can occur. The two affine terms average to nine, so their maximum is at least nine, with equality exactly when . Thus
Neither integer assignment satisfies both side constraints: violates the bound and the bound. The finite dual bound is therefore not evidence that the integer primal is feasible. The following part shows why this Lagrangian relaxation of an assignment with side constraints has a finite value anyway.