In a paper I've been studying it says:
Let $x$ in the cone $\mathbb R_+^n$ of all vectors in $\mathbb R^n$ with nonnnegative components ($n\in\mathbb N$)
Somebody tell me what does it means, please? $\mathbb R_+^n$ should be $[0,\infty)\times\dots\times [0,\infty)$ ($n$ times), but I don't understand why the cone $\mathbb R_+^n$. Maybe the cone $\mathbb R_+^n$ is different from $[0,\infty)\times\dots\times [0,\infty)$?
A cone is a set $C\subseteq\Bbb R^n$ with $x\in C\implies\alpha x\in C$ for all $\alpha\ge0$. The name is motivated by the usualy geometric cones, but $\Bbb R^n_+ := [0,\infty)^n$ satisfies this too.
See this picture of different cones in $\Bbb R^3$, two are familiar, and the right most one is $\Bbb R^n_+$.