Let me post a solution here for C++03 that I consider the cleanest possible.*

#define DECLARE_LAMBDA(NAME, RETURN_TYPE, FUNCTION) \
    struct { RETURN_TYPE operator () FUNCTION } NAME;

...

int main(){
  DECLARE_LAMBDA(demoLambda, void, (){ cout<<"I'm a lambda!"<<endl; });
  demoLambda();

  DECLARE_LAMBDA(plus, int, (int i, int j){
    return i+j;
  });
  cout << "plus(1,2)=" << plus(1,2) << endl;
  return 0;
}

(*) in the C++ world using macros is never considered clean.

Let me post a solution here for C++03 that I consider the cleanest possible.*

#define DECLARE_LAMBDA(NAME, RETURN_TYPE, FUNCTION) \
    struct { RETURN_TYPE operator () FUNCTION } NAME;

...

int main(){
  DECLARE_LAMBDA(demoLambda, void, (){ 
    cout<<"I'm a lambda!"<<endl; 
  });
  demoLambda();

  DECLARE_LAMBDA(plus, int, (int i, int j){
    return i+j;
  });
  cout << "plus(1,2)=" << plus(1,2) << endl;
  return 0;
}

(*) in the C++ world using macros is never considered clean.

Let me post a clean solution here for C++03.

#define DECLARE_LAMBDA(NAME, RETURN_TYPE, FUNCTION) \
    struct { RETURN_TYPE operator () FUNCTION } NAME;

...

int main(){
  DECLARE_LAMBDA(demoLambda, void, (){ cout<<"I'm a lambda!"<<endl; });
  demoLambda();

  DECLARE_LAMBDA(plus, int, (int i, int j){
    return i+j;
  });
  cout << "plus(1,2)=" << plus(1,2) << endl;
  return 0;
}

Let me post a solution here for C++03 that I consider the cleanest possible.*

#define DECLARE_LAMBDA(NAME, RETURN_TYPE, FUNCTION) \
    struct { RETURN_TYPE operator () FUNCTION } NAME;

...

int main(){
  DECLARE_LAMBDA(demoLambda, void, (){ cout<<"I'm a lambda!"<<endl; });
  demoLambda();

  DECLARE_LAMBDA(plus, int, (int i, int j){
    return i+j;
  });
  cout << "plus(1,2)=" << plus(1,2) << endl;
  return 0;
}

(*) in the C++ world using macros is never considered clean.