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I am using LyX to describe algorithms. A common scenario is that I have a snippet of pseudo code (in a float, for example) and a block of text which makes references to keywords in that pseudo code. The listings package can do this, I think, but I recall having trouble using math notation, like subscripts, with listings. On the other hand, I have not been able to find how to use the algorithms package inline.

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Not really what you asked for, but did you try the mathescape option in listings? (as in this StackOverflow answer)

It seems to do what you want for sub/superscripts (but a more precise example might lead to a different answer).

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Unless you do anything special, keywords in the algorithms package are simply bold, so you could format those yourself, i.e. as in \mathbf{while}, when you need to refer to those keywords in the text.

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