Question: Let S be convex set in n which contains no interior points of the nonnegative orthant n+. Then there exists a hyperplane with nonnegative normal

Let S be convex set in ℜn which contains no interior points of the nonnegative orthant ℜn+. Then there exists a hyperplane with nonnegative normal p ≩ 0 (that is p ≠ 0, pi ≥ 0) such that pTx ≤ 0 for every x ∈ S.

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