For small collections std::vector is almost certainly the best container whatever the operations applied to it are. Is it possible to have std::vector as underlying storage for the elements set container instead red-black tree involving a lot of heap allocations (maybe boost has something?) or do I have to invent it myself?
Plain std::vector and std::sort is not an option due to performance reasons and std::inplace_merge is prone to coding errors (invalidation of iterators, etc..).
EDIT: clarified the question