Fibonacci heaps are very very slow, with the exception of very very very large and dense graphs (of the order of hundreds of millions of edges). They are also difficult to implement correctly.
Skip lists, on the other hand, are very nice data structures and are relatively easy to implement.
However, I wonder why you are not considering using a simple binary heap. I believe that heap-based binary-cycle priority queues are even faster than list-based priority queues. Skip lists are mainly used to use concurrency.
tskuzzy
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