Suppose we have $\theta=(\theta_1,\ldots,\theta_n)$, with $v_i:\mathbb{R}\times\mathbb{R}\to\mathbb{R}$ being a continuous, differentiable, concave function. Now I want to solve the following maximization problem: $$ \max_{\theta} \sum_{i=1}^{n} v_i(\theta_i,a_i) $$ subject to $$ \theta_i\geq 0,\...