Properties of the complementarity set for the cone of copositive
matrices
Properties of the complementarity set for the cone of copositive
matrices
For a proper cone $K$ and its dual cone $K^*$ in $\mathbb R^n$, the complementarity set of $K$ is defined as ${\mathbb C}(K)=\{(x,y): x\in K,\; y\in K^*,\, x^\top y=0\}$. It is known that ${\mathbb C}(K)$ is an $n$-dimensional manifold in the space $\mathbb R^{2n}$. If $ K$ is a symmetric …