iterate vector, remove certain items as I go

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The erase() method returns a new (valid) iterator that points to the next element after the deleted one. You can use this iterator to continue with the loop:

std::vector<std::string>::iterator iter;
for (iter = m_vPaths.begin(); iter != m_vPaths.end(); ) {
    if (::DeleteFile(iter->c_str()))
        iter = m_vPaths.erase(iter);
    else
        ++iter;
}

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