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I just wanted to know why precisely it is not advised to just change the sources.list file to point to a newer Version I want to upgrade to? I used that method some time with success.

What problems will I get when using this method against using for example the software updater Upgrade Ubuntu?

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While you certainly can do as you suggest (update the sources.list and manually upgrade), upgrades as you know can go south. The developers coded upgrades into the software center to try to reduce as many problems as possible. For specific information, or as much as I imagine you will get, see the release notes. You have been cautioned, sys admin as you feel best. –  bodhi.zazen Feb 19 at 18:09
    
This is not opinion based, there are technical reasons why is not recommended to do so. –  Braiam Feb 20 at 17:23
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Because there are sometimes system configuration changes that dist-upgrade can't manage correctly (such as upgrading the nvidia binary drivers, multiarch changes, ndiswrapper, added/removed architectures and kernel types).

do-release-upgrade

The recommended way to upgrade a Server Edition installation is to use the do-release-upgrade utility. Part of the update-manager-core package, it does not have any graphical dependencies and is installed by default.

Debian based systems can also be upgraded by using apt-get dist-upgrade. However, using do-release-upgrade is recommended because it has the ability to handle system configuration changes sometimes needed between releases.

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