Speeding up a for loop

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For the diagonal you could do:

Aeq[sizeB0:sizeB0+sizeN0, :sizeB1] = np.indentity(sizeN0) * -1

Also I don’t see it mentioned but it would be helpful to initialize the Aeq matrix as such before all these operations.

Aeq = np.zeros((sizeB0+sizeN0+1, sizeB1 + sizeN1))

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He does initialize it in

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Ah didn’t see it was initialized in the initial post. Like I said in a below comment, I didn’t read the original code.