title: Create a variable with sparse index in pyomo
body: <p>I need help to create a variable with sparse indices.
  I have something like this:</p>
  
  <pre><code>model.K = Set()
  model.P = Set()
  model.KP = Param(model.K, model.P, default=0)
  </code></pre>
  
  <p>I will load a CSV file for <code>model.KP</code> with value <code>KP==1</code> for the combinations of K &amp; P.</p>
  
  <pre><code>model.X = Var(model.K, model.P)
  </code></pre>
  
  <p>I want to create this variable only for the combinations of K and P in the model.KP because when I create the variable with all the combinations of K and P, it is producing 37 million indices with the sets I give and this is creating memory issues.</p>