Integration test

Merge pull request #802 from scipopt/mmghannam-patch-2 #519

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Run time

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Job	Run time
Windows-test (3.8)	3m 5s
Integration-test (3.8)	3m 55s
MacOS-test (3.8)	43s
Windows-test (3.9)	3m 13s
Integration-test (3.9)	3m 53s
MacOS-test (3.9)	44s
Windows-test (3.10)	3m 7s
Integration-test (3.10)	4m 2s
MacOS-test (3.10)	40s
Windows-test (3.11)	2m 53s
Integration-test (3.11)	4m 1s
MacOS-test (3.11)	41s
Windows-test (3.12)	3m 8s
Integration-test (3.12)	4m 1s
MacOS-test (3.12)	46s
	38m 52s