Primal Dual Algorithm for Weighted Set Cover
A primal dual algorithm for weighted set cover. Especially for the case when the number of sets an element can occur in is limited (like in Vertex Cover for which this algorithm is a 2-APX).
This is a simple implementation and not carefully checked. However, it worked with some test instances. I quickly implemented it for a lecture. Use it as you like (but don't blame me for anything).