> Thank you very much for your quick answer.
> I already looked into the reference manual but I did not find any
> answer. I am actually not a specialist in the optimization domain thus
> I don't really know how to search in the manual. However, this is very
> important for me since it would help me to go further in my PhD
> studies. Could you please give me a more precise answer? Is there a
> function to decrease the size of a sparse matrix? If yes, what is its
> name?
> 

In glpk the constraint matrix is stored in sparse format.

There exists some api function to construct the constraint matrix:

glp_add_rows/glp_add_cols add rows/columns to the constraint matrix

glp_set_mat_row/glp_set_mat_col set a row/column of the constraint
matrix to a given sparse vector

glp_load_mat loads the whole constraint matrix in sparse format.

Please subscribe and post your further questions to the help-glpk list
http://lists.gnu.org/mailman/listinfo/help-glpk . Thanks.


Andrew Makhorin




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