Duality of copositive and completely positive cones

ID: duality-of-copositive-and-completely-positive-cones

Under the nonnegative-pairing convention for the dual cone, follows from . Conversely, if , separation from a closed convex cone gives a separating nonnegative on all generators and negative on . That is a copositive matrix, so . This proves the displayed equality using closedness of the completely positive cone.

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