I wanted to know whether Greedy approximation algorithms can outperform LP relaxation and rounding based algorithms. Specifically, can it beat the integrality gap of a 'reasonable' LP relaxation, (e.g. the natural relaxation of the ILP by relaxing variables $x_i\in\{1,0\}$ to $x\geq 0$).
For an example, if we consider the Setcover problem with universe set $U$ s.t. $|U|=n$ with max frequency of an element $f$, the greedy algorithm gives an $O(\mathrm{log}~n)$ approximation. Whereas LP relaxation can give an $f$ approximation with deterministic rounding. But we know that the integrality gap is $\Omega(\mathrm{log}~n)$ for the general LP formulation. Indeed through a randomized rounding technique we can achieve a $O(\mathrm{log}~n)$ approximation w.h.p. So the greedy is almost as good as the LP relaxation.
Does anyone know of an instance of NP Hard problem having approximations using greedy algorithm which is better than the integrality gap? Please point out the references if known. It will be great if the problem is well studied.