Thanks for your message. That is indeed (almost) what I'm looking for. I would 
like to then apply a constraint to the subset of nodes that are being used. 
Specifically, I want to set a constraint on the 'flow' between the nodes.

I agree that reducing the matrix size won't have a significant effect on the 
optimization time. However, we're generating an lp file from our model and the 
time to generate the lp file is likely to be reduced significantly. I expect 
that there will be an optimal point between reducing the size of the matrix 
(and time to generate it) and the optimization time.

From: Meketon, Marc [mailto:[email protected]]
Sent: 31 March, 2016 4:11 PM
To: Abhishek Shivakumar <[email protected]>; [email protected]
Subject: RE: [Help-glpk] Condensing a sparse matrix by creating a subset of 
parameter data

Are you looking for something like the below that finds the subset of nodes 
being used?

set nodes := {"A", "B", "C", "D", "E"};
set arcs within nodes cross nodes := {("A","B"), ("B","E")};

display nodes;
display arcs;

set nodes_that_are_used :=
  setof{tail_node in nodes, head_node in nodes : (tail_node, head_node) in arcs 
} tail_node
  union
  setof{tail_node in nodes, head_node in nodes : (tail_node, head_node) in arcs 
} head_node;

display nodes_that_are_used;

end;

From: 
[email protected]<mailto:[email protected]>
 [mailto:[email protected]] On Behalf Of 
Abhishek Shivakumar
Sent: Thursday, March 31, 2016 9:18 AM
To: [email protected]<mailto:[email protected]>
Subject: [Help-glpk] Condensing a sparse matrix by creating a subset of 
parameter data

Hi,

I have an lp model that produces an extremely sparse constraint matrix. I would 
like to reduce the number of non-zero entries in this matrix (make the matrix 
more dense). The main cause of this sparse-ness is the relation between two 
parameters. They can be seen as 'arcs' and 'nodes: not all nodes have arcs 
between them. Is there a way to create a subset of parameter data from the sets 
'arcs' and 'nodes' based on whether they are connected? I would then be able to 
apply constraints only for this subset. In other languages (such as python) 
such an operation is possible through nested conditional statements. Is there a 
similar/equivalent approach in glpk/GNU mathprog?

Thanks!
Abhishek


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