[docs] Clarify usage of set_optimizer and add docs for relax_integrality

[odow]

Closes #2654

[codecov]

Codecov Report

Merging #2742 (127f67b) into master (b1866a4) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2742   +/-   ##
=======================================
  Coverage   93.89%   93.89%           
=======================================
  Files          44       44           
  Lines        5556     5556           
=======================================
  Hits         5217     5217           
  Misses        339      339           

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