We introduce numerical optimization of multi-site support functions in the linear-scaling DFT code CONQUEST. Multi-site support functions, which are linear combinations of pseudo-atomic orbitals on a target atom and those neighbours within a cutoff, have been recently proposed to reduce the number of support functions to the minimal basis while keeping the accuracy of a large basis [J. Chem. Theory Comput., 2014, 10, 4813]. The coefficients were determined by using the local filter diagonalization (LFD) method [Phys. Rev. B: Condens. Matter Mater. Phys., 2009, 80, 205104]. We analyse the effect of numerical optimization of the coefficients produced by the LFD method. Tests on crystalline silicon, a benzene molecule and hydrated DNA systems show that the optimization improves the accuracy of the multi-site support functions with small cutoffs. It is also confirmed that the optimization guarantees the variational energy minimizations with multi-site support functions.