I have a doubt about integrality gap. If I know that there is no integrality gap for a given problem, i.e.:
$$\frac{\mathrm{OPT}(\mathrm{ILP})}{\mathrm{OPT}(\mathrm{LP})} = 1 \text{ (right?)},$$ then, does it have sense to do an approximation-algorithm with LP-rounding? I mean, by definition of $\alpha$-approximation, I know that this is true for an algorithm, in case of minimization problem, that:
$$\mathrm{SOL} \le \alpha \mathrm{OPT}.$$
But since I want to do an approximation with LP-rounding, isn't $\mathrm{SOL}$ equal to $\mathrm{OPT}(\mathrm{ILP})$? This will mean that $\alpha = 1$ (?).
So, if I can design an approximation-algorithm for this given problem, what is the best approximation factor that I can get, given there is no integrality gap?