  There is a large literature devoted to the problem of finding an optimal
(min-cost) prefix-free code with an unequal letter-cost encoding alphabet of
size. While there is no known polynomial time algorithm for solving it
optimally there are many good heuristics that all provide additive errors to
optimal. The additive error in these algorithms usually depends linearly upon
the largest encoding letter size.
  This paper was motivated by the problem of finding optimal codes when the
encoding alphabet is infinite. Because the largest letter cost is infinite, the
previous analyses could give infinite error bounds. We provide a new algorithm
that works with infinite encoding alphabets. When restricted to the finite
alphabet case, our algorithm often provides better error bounds than the best
previous ones known.
