I got 17 integer constants that I'd like to have as private in my class. Is it really necessary to use initialization list?
I read somewhere that I can assign values to constants in the header file, but it doesn't seem to work. I get this error message:
sorry, unimplemented: non-static data member initializers
Is it really necessary to use initialization list?
In modern (2011-era) C++, no. In older versions of the language, yes.
Your error message is apologising that your compiler doesn't support the new initialisation syntax for non-static members yet. Assuming you're using GCC (since I recognise that error from that compiler), then according to this page you'll need to upgrade to at least version 4.7 for that feature.
Alternatively, since they're private and constant, you might consider moving them out of the class into a local namespace in the class's implementation file. Of course, that will only work if you don't need to access them from any inline member functions.
Finally, if they have the same values for all instances of the class (which is likely, since they are const and you're able initialise them independently of the constructor arguments), you could declare them static. Then they can be initialised in their declaration (although older compilers might only allow that if they have an integer type). However, if they are odr-used (roughly speaking, if you need to take a pointer or reference to them), then they will also need to be defined in exactly one source file.