How to keep objects created inside other objects alive without using new?

I am writing a game in C++, and I have come upon this design problem:

I have a base class called Entity for all my objects in the game. In order to use inheritance, I am storing the pointers in my octree. In my game, there are objects that will be created by other objects' methods. The problem is: where can I store the objects created this way so that it will stay for the duration of the game so that the pointers I store are valid?

I do not want to use new because I will create probably hundreds or even thousands of objects this way and I heard new is very slow.

The only way I have come up so far is to have a big vector that stores all these objects. The vector will probably be initialized with a huge size so that it won't have to resize itself and messes with my pointers. This seems rather dumb though.

First: don't worry too much about performance. Adhere to some basic rules for that and you'll be fine:

• avoid copies of big objects (pass by pointer or reference)
• prefer vector over map and set when you have < 50 entries, or do not need ordering
• have a look at what the std::algorithm library gives you - these functions are usually fast and tested

most important thing for your project is: think about structure and design

• use clear interfaces
• have single responsibility of objects
• prefer composition over inheritance

as for your concrete problem: It's fine to have a "ObjectManager" class. as a first implementation a vector is fine, too, just hide that as a implementation detail so you can change it later on if the need arises.