A Complementarity Partition Theorem for Multifold Conic Systems

Javier Peña, Vera Roshchina

Consider a homogeneous multifold convex conic system $$Ax=0,x\in K_1\times ...\times K_r$$ and its alternative system $$ A\transp y \in K_1^*\times...\times K_r^*, $$ where…