struct MyPred : public std::binary_function<int*,int*, bool>
{
    bool operator()(int* a, int* b)
    {
        return (*a<*b);
    }
};

int _tmain(int argc, _TCHAR* argv[])
{
        vector<int*> v;
    v.push_back(new int(1));
    v.push_back(new int(3));
    v.push_back(new int(4));
    v.push_back(new int(2));

    sort(v.begin(),v.end(), MyPred());
        //...
}