Sets and maps keep the elements in order according to the sort condition. For user code not to break invariants, the key of the map and the whole element in the set must be constant. Your problem is that the stored element is not a SmallObject but a const SmallObject .
Your code is not stupid and could compile cleanly with a conformant STL implementation, depending on some design decisions that your STL implementation made. The C++03 Standard does not specify what the reference typedef should be for set::iterators (in my opinion, they should be non-constant references). So keep doing what you do, but insert a const_cast.
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