  We empirically analyze a simple heuristic for large sparse set cover
problems. It uses the weighted greedy algorithm as a basic building block. By
multiplicative updates of the weights attached to the elements, the greedy
solution is iteratively improved. The implementation of this algorithm is
trivial and the algorithm is essentially free of parameters that would require
tuning. More iterations can only improve the solution. This set of features
makes the approach attractive for practical problems.
