Wide range adjustable output voltage at any real useful current is always non-trivial problem when dealing with linear voltage regulation. Adjustable bench type linear DC power supplies use various methods to solve this problem including switched transformer secondary windings, preregulators regulators, etc. Even SCR control of transformer primary power has been used by some in the past. The design challenge is to figure out how to spread out power dissipation (at the expensive of total efficiency) over several devices or to limit the unregulated DC voltage such that the regulator doesn't have to drop more then just a few volts while maintaining load regulation.
Newer switch mode type DC regulators are one method that can work well but do require additional components, but I would consider them the current state of the art in wide range adjustable, high efficiency DC power sources.
There is a reason wide range bench DC supplies cost so much and are so much more complex then just a typical IC based linear adjustable regulator.
Lefty