Thanks for the response. I knew one has to run pdflatex twice (when any of 
the links change) and should have put that in my report above. I did not 
know three times was necessary in some cases. Unfortunately, this does not 
fix the problem; i.e., the following
    rm -r _build
    sphinx-build -b latex . _build/latex
    cd _build/latex
    pdflatex <project_value>.tex 
    pdflatex <project_value>.tex 
    pdflatex <project_value>.tex 
has the same result
    No file <project_value>.ind
in the file file 
    _build/latex/<project_value>.log 
and the index is not in the file
    _build/latex/<project_value>.pdf

I added the
    rm -r _build
because you must first delete the old _build directory to test this. If you 
don't, the old <project_value>.ind file from the previous
    make latexpdf
gets used by the
    pdflatex <project_value>.tex
command.


On Saturday, September 12, 2020 at 7:01:16 PM UTC-7 i.tk...@gmail.com wrote:

> Hi,
>
> You need to run pdflatex command multiple times to build complete PDF file.
> For more detail, please read the following article.
>
> https://www.systutorials.com/why-do-i-need-to-run-latex-bibtex-three-times-to-make-everything-look-good/
>
> Instead of pdflatex command, you can use `make` command under the
> _build/latex directory.
> It invokes pdflatex multiple times automatically. I hope it helps you.
>
> Thanks,
> Takeshi KOMIYA
>
> 2020年9月13日(日) 6:32 bradley...@gmail.com <bradley...@gmail.com>:
> >
> >
> > I am trying to figure out how to reproduce
> > make latexpdf
> > with separate calls to first build the latex and then run pdflatex. I 
> want to do this so I can directly modify the latex between the sphinx-build 
> and pdflatex (to accomplish things that are not supported by sphinx).
> >
> > I am using
> > sphinx-build -b latex . _build/latex
> > cd _build/latex
> > pdflatex <project_value>.tex
> > where <project_value> is the value of project in my conf.py. When I do 
> this I get the error message
> > No file <project_value>.ind
> > and the index is missing from my pdf.
> >
> > What am I missing here ?
> >
> > --
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> .
>

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