Integers are finite, so sadly you can't have set it to a true infinity. However you can set it to the max value of an int, this would mean that it would be greater or equal to any other int, ie:
a>=b
is always true.
You would do this by
#include <limits>
//your code here
int a = std::numeric_limits<int>::max();
//go off and lead a happy and productive life
This will normally be equal to 2,147,483,647
If you really need a true "infinite" value, you would have to use a double or a float. Then you can simply do this
float a = std::numeric_limits<float>::infinity();
Additional explanations of numeric limits can be found here
Happy Coding!
Note: As WTP mentioned, if it is absolutely necessary to have an int that is "infinite" you would have to write a wrapper class for an int and overload the comparison operators, though this is probably not necessary for most projects.