I have an optimization problem of the form $$\operatorname*{argmax}_{\mathbf{w}} \sum_i \log(1 + \mathbf{w} \cdot \mathbf{k_i})$$ given some set of vectors, $\mathbf{ \{k_i\} }$. I have tried both gradient descent and BFGS, but both of them are slow. Is this a well known problem, and are there existing software implementations that can quickly solve a problem of this form?
2026-04-22 11:29:07.1776857347
Optimization of sum of logs
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