Let us define $\{a_n\}$ as $a_1=a_2=1$,$$a_{n+2}=a_{n+1}+\frac{a_n}{2}\ \ (n=1,2,\cdots).$$ Then, is the following conjecture true?
A conjecture : If $a_n$ is an integer, then $n\le 8$.
I conjectured this by using computer, but I don't have any good idea to prove it. Can anyone help?

I thought I'd write up some observations that I think are essentially a proof, but it could stand to be vetted and better presented. I'll try to come back and do this myself, but I'd be happy if someone else sees a nice way to clean things up and does so in a separate answer. (If you do, please tack on comment on to this answer, so I can put an edit here redirecting readers.)
Starting with the OEIS sequence $1,2,3,8,11,30,41,112,\ldots$ in lhf's answer, which lhf noted consists of alternating odd and even terms, extract the even terms to get the OEIS sequence
$$0, 2, 8, 30, 112, 418, 1560, 5822, 21728, 81090, 302632, 1129438, 4215120, 15731042,\ldots$$
which satisfies the two-term recursion $a(n+1)=4a(n)-a(n-1)$. (Note the addition of $0$ at the beginning. This turns out to be fairly important.) If we factor out a $2$, this again alternates between even and odd:
$$0, 1, 4, 15, 56, 209, 780, 2911, 10864, 40545, 151316, 564719, 2107560, 7865521,\ldots$$
so tossing aside the odd terms gives
$$0,4,56,780,10864,151316,2107560,\ldots$$
Now it's easy to show that anytime you pick out every other term of a sequence with a two-term recursion, the new sequence still satisfies a two-term recursion: If $a(n+1)=\alpha a(n)+\beta a(n-1)$, then $a(2n+2)=(\alpha^2+2\beta)a(2n)-\beta^2a(2n-2)$. Since our $\beta$ is $-1$, this new sequence satisfies the recursion $a(n+1)=14a(n)-a(n-1)$, where $14=4^2-2$. This time we can factor a $4$ out of the sequence, leaving
$$0,1,14,195,2716,37829,526890,\ldots$$
which again alternates odd and even terms, for the simple reason that the $\alpha$ and $\beta$ for its two-term recursion are also even and odd, just as $4$ and $-1$ were in the sequence it came from. So we repeat:
$$0,14,2716,526890,\ldots$$
Factoring out the $14$ makes this
$$0,1,194,37635,\ldots$$
which satisfies the two-term recursion $a(n+1)=194a(n)-a(n-1)$, where $194=14^2-2=(4^2-2)^2-2$. It's becoming clear what's happening: At the $m$th step, we wind up with a sequence of the form
$$0,1,r_m,r_m^2-1,r_m^3-2r_m,\ldots$$
which satisfies the recursion $a(n+1)=r_ma(n)-a(n-1)$, with $r_m=r_{m-1}^2-2$. In particular, the sequence of $r_m$'s is $4,14,194,\ldots$, so that after the first $4$, all the terms are $2$ times an odd number. So when you pass to the next batch of even terms,
$$0,r_m,r_m^3-2r_m,\ldots$$
and then factor out the $r_m$ to get the next sequence $0,1,r_{m+1},r_{m+1}^2-1,\ldots$, you are taking out only one power of $2$. If you think carefully about what all this means, I think it explains the serrations in lhf's graph and shows that you wind up with large powers of $2$ in the denominator of the OP's original sequence after the eighth term, as conjectured.