Let K be a closed convex cone that intersects the nonnegative orthant at 0, that is, K

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Let K be a closed convex cone that intersects the nonnegative orthant at 0, that is, K ∩ ℜn+ = {0}. Then there exists a hyperplane with positive normal p > 0 (i.e., pi > 0 for every i) such that pTx ≤ 0 for every x ∈ K.
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