A probabilistic greedy search algorithm for combinatorial optimisation with application to the set covering problem

We present a probabilistic greedy search method for combinatorial optimisation problems. This approach is implemented and evaluated for the Set Covering Problem (SCP) and shown to yield a simple, robust, and quite fast heuristic. Tests performed on a large set of benchmark instances with up to 1000 rows and 10 000 columns show that the algorithm consistently yields near-optimal solutions.

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