I am using std::transform with an std::back_inserter to append elements to an std::deque.  Now the transformation may fail and will return a invalid object (say an uninitialized boost::optional or a null pointer) in some cases.  I would like to filter out the invalid objects from getting appended.
I thought about using boost::filter_iterator, but not sure how to present the end() parameter of the filtered range.
The documentation of boost::filter_iterator suggests that output filtering is possible.  Should I just specialize operator == for std::back_insert_iterator in this case to always return false?
In addition to this, if I want to append values of initialized boost::optional or pointers, can I chain boost::filter_iterator and boost::indirect_iterator?
I am trying to avoid rolling out my own transform_valid function that takes an optional extractor function.
Is it even possible to use filter_iterator as an output iterator?
I suggest using boost range (algorithms & adaptors) for ease of use, you'd write:
boost::copy(
    data | transformed(makeT) | filtered(validate) /* | indirected */, 
    std::back_inserter(queue));
Here is a complete working example of that:
#include <boost/range.hpp>
#include <boost/range/adaptors.hpp>
#include <boost/range/algorithm.hpp>
#include <boost/optional.hpp>
#include <vector>
#include <deque>
typedef boost::optional<int> T;
typedef std::deque<T> Q;
static T makeT(int i)
{
    if (i%2) return T();
    else     return i;
}
static bool validate(const T& optional) 
{ 
    return (bool) optional; // select the optional that had a value set
}
int main()
{
    static const int data[] =  { 1,2,3,4,5,6,7,8,9 };
    Q q;
    using boost::adaptors::filtered;
    using boost::adaptors::transformed;
    // note how Boost Range elegantly supports an int[] as an input range
    boost::copy(data | transformed(makeT) | filtered(validate), std::back_inserter(q));
    // demo output: 2, 4, 6, 8 printed
    for (Q::const_iterator it=q.begin(); it!=q.end(); ++it)
    {
        std::cout << (*it? "set" : "unset") << "\t" << it->get_value_or(0) << std::endl;
    }
    return 0;
}
Update
With a little help from this answer: Use boost::optional together with boost::adaptors::indirected
I now include an elegant demonstration of using the indirected range adaptor as well for immediate output of the queue (dereferencing the optionals):
Note that for (smart) pointer types there would obviously be no need to provide the
pointee<>specialisation. I reckon this is by design:optional<> is not, and does not model, a pointer
#include <boost/range.hpp>
#include <boost/range/adaptors.hpp>
#include <boost/range/algorithm.hpp>
#include <boost/optional.hpp>
namespace boost {
    template<typename P> struct pointee<optional<P> > {
        typedef typename optional<P>::value_type type;
    };
}
typedef boost::optional<int> T;
static T    makeT(int i)                { return i%2?  T() : i; }
static bool validate(const T& optional) { return (bool) optional; }
int main() {
    using namespace boost::adaptors;
    static int data[] =  { 1,2,3,4,5,6,7,8,9 };
    boost::copy(data | transformed(makeT) 
                     | filtered(validate) 
                     | indirected, 
                     std::ostream_iterator<int>(std::cout, ", "));
}
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