Relational database applications such as index selection, histogram tuning, approximate query processing, and statistics selection have recognized the importance of leveraging workloads. Often these applications are presented with large workloads, i.e., a set of SQL DML statements, as input. A key factor affecting the scalability of such applications is the size of the workload. The invention concerns workload compression which helps improve the scalability of such applications. The exemplary embodiment is broadly applicable to a variety of workload-driven applications, while allowing for incorporation of application specific knowledge. The process is described in detail in the context of two workload-driven applications: index selection and approximate query processing.