What is the power rating of the resistors to be used? I would like to know if we can use DigiPot(ADN2850) in the place of Rset?
The LT3045 sources 100uA out of the SET pin, and will regulate the output such that the OUT voltage equals the SET voltage. So the power dissipation in the SET resistance will be Vout * 100uA. If you're using ADN2850, make sure that your target output voltage range does not exceed that ICs absolute maximum voltage ratings.