I think I have some idea, you could see me in person.

I do not know wich kind of code do you need for your iterations. However, in my field, I have coded a semiquantitative scoring system according with textual informations. By reading a text, one coud judge the relevance of any concept and score it. The same approach is already use in the RAND assessing proccess for many health problems. Then, one could introduce the score in multivariable models. The approach may be questionable, but, in my opinion, it is overall correct. I have produced a semiquantitative analysis already published (Indraccolo U, et al. The pathogenesis of endometrial polyps: a systematic semi-quantitative review. Eur J Gynaecol Oncol. 2013; 24 (1): 5-22). This study is free online. Others studies are ongoing.

Hoping that my idea will be useful to your field,

Best whishes. UI

Mathematica do not love a lot iterations...

Inside this multipurpose program you can find some own instruments that overcome iterations. I mean functions such as Table, NestWhile, FixedPoint, and so on.

Hope this is helpful. 

Thanks for all your answers, accept my appreciations.Best Regards.

Here is a list of resources for using Mathematica starting from the basics to the more advanced.

http://www.wolfram.com/events/virtual-conference-2011/presentations/ (Showcast and demos of various applications of Mathematica)

http://www.wolfram.com/broadcast/ (Various introductions and tutorials)

http://documents.wolfram.com/flash/ (Funny animations explaining some common Mathematica functions)

http://vimeo.com/user4552113/videos (Great videos for using pure functions, Part and patterns)

But I will advice you to avoid iterative programming using loops like For, use instead functional programming functions Map, MapThread, FoldList ... and pure functions. This makes the code cleaner and faster.

http://reference.wolfram.com/mathematica/guide/FunctionalProgramming.html

http://reference.wolfram.com/mathematica/tutorial/PureFunctions.html

http://documents.wolfram.com/flash/animations/Transpose.html

Mathematica supports different programming (language) paradigms. Thus, you can find procedural, functional, and rule-based programming. You can even implement kind of object-oriented and logic programming. But, functional and rule-based programming is definitely the most important things of programming in Mathematica. So, as we often use the traditional procedural, you will be able to use For, While, Do, If, Switch, Continue, Break (and even the bad thing of GoTo! (hope Professor Dijkstra does not hear this!)).

Do not use For, its not very efficient. You can obtain the same using Map or Table function, and you can call them in parallel using ParallelMap and ParallelTable, which can get to much faster executions.

I program functions using the Module function, and you can store your code in .m files similarly as done in Matlab.

Dear Julia Barras Sol

Very good answer. Thanks! 

@Arturo Gonzalez-Gutierrez: you will be able to use For, While, Do, If, Switch, Continue, Break (and even the bad thing of GoTo!...

You can find a tutorial on loops and control structures in Mathematica at

http://reference.wolfram.com/language/tutorial/LoopsAndControlStructures.html

Not mentioned by @Arturo are additional control operations:

Nest[f, expr, n]    Apply f to expr n times

Neat example: 

Nest[Function[t, a/(1+t),x, 10] produces a continued fraction with pi in the numerator of each fraction (see attached image).

NestList[f,x,n]    generates the list {x, f[x],f[f[x]], ...}, where f is nested up to n deep.

You need to define the function f.   

Example:

bumps3[x_] := Sin[1/2 (x + 3/x)]

NestList[bumps3, pi, 5]  % iterates

@ Prof.James. Thank you for the explicit details.