This paper considers a cell-free massive MIMO system with multiple-antenna access points and single-antenna users. The APs use conjugate beamforming to beamform the data to all users in the network. Total energy efficiency maximization is investigated. This optimization problem is nonconvex and thus difficult to solve. Existing solutions are based on second-order optimization methods in connection with convex approximations. These methods have been shown to perform very well but their complexity does not scale favorably with the network size. To tackle this issue, in this paper we propose to use a first-order method for nonconvex programming to our energy efficiency problem. Compared to the second-order methods, the proposed method achieves the same performance, while its run time is much faster. Thus, it is considered as a feasible solution for resource allocation in cell-free massive MIMO systems.