In this paper, we study the problem of optimizing a linear program whose variables are the answers to a conjunctive query. For this we propose the language LP(CQ) for specifying linear programs whose constraints and objective functions depend on the answer sets of conjunctive queries. We contribute an efficient algorithm for solving programs in a fragment of LP(CQ). The naive approach constructs a linear program having as many variables as there are elements in the answer set of the queries. Our approach constructs a linear program having the same optimal value but fewer variables. This is done by exploiting the structure of the conjunctive queries using generalized hypertree decompositions of small width to factorize elements of the answer...