A characterization of nonnegativity relative to proper cones

Abstract

Let $A$ be an $m \times n$ matrix with real entries. Given two proper cones $K_1$ and $K_2$ in $\mathbb{R}^n$ and $\mathbb{R}^m$, respectively, we say that $A$ is nonnegative if $A(K_1) \subseteq K_2$. $A$ is said to be semipositive if there exists a $x \in K_1^\circ$ such that $Ax \in K_2^\circ$. We prove that $A$ is nonnegative if and only if $A+B$ is semipositive for every semipositive matrix $B$. Applications of the above result are also brought out.