std::set<int * const> won't compile

You cannot modify elements stored in an std::set so the point is moot. It is designed to keep elements in a sorted order and modifications would break that guarantee. That's why the iterators (both std::set<T>::iterator and std::set<T>::const_iterator) both return const references.

There is no way to edit an element short of mutable (or const_cast), in which case you still need to guarantee the ordering remains the same.

Here's a simple program to demonstrate the problem you are seeing:

int main(int argc, char ** argv)
{
   int * const a = NULL;
   int * const b = NULL;

   b = a;   // error: cannot assign to variable 'b' with const-qualified type
}

Note that it's a compile-time error to change the value of a variable of int * const, because the variable is considered read-only.

std::set internally has the same problem -- it needs to modify variables of the specified type, and it cannot do so if its specified type is read-only.

Changing the type to const int * instead is probably what you want to do, as that type allows the pointers to be overwritten when necessary (while not allowing modifications to the ints that they point to).