Preallocating memory for using programs

In my Windows C ++ program, I allocate several small objects into a bunch (thousands) by calling a new CMyClass ()

It seems that performance is affected because of this.

Is there a way to predefine some minimum memory on the heap for using the program so that the OS starts allocating from this pre-allocated space when ever I call a new CMyClass () to improve performance?

Thank.

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