Ok, I got it working now.
Just in case someone cares, I do the following now:
IloNumArray x_a;
IloNumVarArray tmpvars;
IloNumArray tmpvals;
for ( a = 0; a
getValues ( x_a , design[a] );
// round the values of x_a
tmpvars.add(design[a]);
tmpvals.add(x_a);
}
setSolution ( tmpvars, tmpvals );