It has been a while since I have done this so I am a bit rusty, but equation is: max t(C)*x s.t. Ax <=b And I have my A matrix of constraints which is (1448x1359) : [[ 1. 1. 0. ..., 0. 0. 0.] ..., [ 0. 0. 0. ..., 1. 1. 1.]] Then I have my binding b (1448x1): [ 1. 1. 7. ..., 2. 1. 2.] And my objective function to be maximised which is a vector of ones (1359,1). Now in other packages my maximised objective function is 841, however using linprog: res = linprog(c=OBJ_N, A_ub=A, b_ub=b, options={"disp": True}) It optimised successfully to -0.0 so I wonder if I'm using the right command in python and have my constraints the right way around? Edit: Ok that makes sense, it was trying to minimise. I have rewritten now (swapped c and b and transposed A to minimise). # (max t(C)*x s.t. Ax <=b) = min t(b)*x s.t. ATy = c, y ≥ 0 # (i): minimise number of shops no bounds ID = np.ones(len(w[0])) print(ID) print(ID.shape) #1359 At = A.transpose() need_divest = (A.dot(ID)) - 1 print(need_divest) print(need_divest.shape) #1448 res = linprog(c=need_divest, A_eq=At, b_eq=ID, options={"disp": True}) print(res) However, I get "message: 'Optimzation failed. Unable to find a feasible starting point.'" Continue reading...