A Study to Investigate the Efficacy and Safety of Two Doses of GSK2857916 in Participants With Multiple Myeloma Who Have Failed Prior Treatment With an Anti-CD38 Antibody

Inclusion Criteria:

* Participants who provided signed written informed consent, which includes compliance with the requirements and restrictions listed in the consent form.
* Male or female, 18 years or older.
* Participants with Eastern Cooperative Oncology Group (ECOG) performance status of 0-2.
* Participants with histologically or cytologically confirmed diagnosis of MM as defined in IMWG, 2014 criteria, and participant has undergone stem cell transplant or is considered transplant ineligible and has failed at least 3 prior lines of anti-myeloma treatments, including an anti-CD38 antibody (example \[e.g.\], daratumumab) alone or in combination, and is refractory to an Immunomodulatory drug (IMiD) (that is \[i.e.\], lenalidomide or pomalidomide), and to a proteasome inhibitor (e.g., bortezomib, ixazomib or carfilzomib).
* The participant has measurable disease with at least one of the following: Serum M-protein \>=0.5 grams per deciliter (g/dL) (\>=5 grams per Liter \[g/L\]); Urine M-protein \>=200 milligram per 24 hours (mg/24h); Serum Free light chain (FLC) assay: Involved FLC level \>=10 mg/dL (\>=100 mg/Liter) and an abnormal serum FLC ratio (\<0.26 or \>1.65).
* Participants with a history of autologous stem cell transplant are eligible for study participation provided the following eligibility criteria are met: transplant was \>100 days prior to study enrollment; no active infection(s); participants meet the remainder of the eligibility criteria outlined in the protocol.
* Participants with adequate organ system functions as defined follows: Absolute neutrophil count (ANC) \>=1.0 X 10\^9/L; Hemoglobin \>=8.0 g/dL; Platelets\>= 50 X 10\^9/L; Total bilirubin \<=1.5X Upper limit of normal (ULN). Isolated bilirubin \>=1.5xULN is acceptable if bilirubin is fractionated and direct bilirubin \<35 percent); Alanine aminotransferase (ALT) \<=2.5X ULN; Estimated glomerular filtration rate (eGFR) \>=30 milliliter per minute per 1.73 meter square (mL/min/m\^2); Spot urine (albumin/creatinine ratios \[spot urine\]) \<500 milligram per gram (mg/g) (56 mg per millimoles \[mg/mmol\]); Left ventricular ejection fraction (LVEF) (Echocardiogram)\>=45 percent.
* Female participants: Contraceptive use by men or women should be consistent with local regulations regarding the methods of contraception for those participating in clinical studies. A female participant is eligible to participate if she is not pregnant or breastfeeding, and not a woman of childbearing potential (WOCBP) or is a WOCBP and using a contraceptive method that is highly effective (with a failure rate of \<1% per year), preferably with low user dependency, during the intervention period and for at least 80 days after the last dose of study intervention and agrees not to donate eggs (ova, oocytes) for the purpose of reproduction during this period. The investigator should evaluate the effectiveness of the contraceptive method in relationship to the first dose of study intervention. A WOCBP must have a negative highly sensitive serum pregnancy test (as required by local regulations) within 72 hours before the first dose of study intervention. The investigator is responsible for review of medical history, menstrual history, and recent sexual activity to decrease the risk for inclusion of a woman with an early undetected pregnancy.
* Male participants: Contraceptive use by men or women should be consistent with local regulations regarding the methods of contraception for those participating in clinical studies. Male participants are eligible to participate if they agree to the following during the intervention period and for at least 140 days: Refrain from donating sperm; Be abstinent from heterosexual intercourse as their preferred and usual lifestyle (abstinent on a long term and persistent basis) and agree to remain abstinent; or Agree to use a male condom and female partner to use an additional highly effective contraceptive method with a failure rate of \<1% per year as when having sexual intercourse with a WOCBP who is not currently pregnant.
* All prior treatment-related toxicities (defined by National Cancer Institute- Common Toxicity Criteria for Adverse Events \[NCI-CTCAE\]), version 4.03, must be \<=Grade 1 at the time of enrollment except for alopecia and Grade 2 peripheral neuropathy.
* For France only: A participant will be eligible for inclusion in this study only if either affiliated to or a beneficiary of a social security category.

Exclusion Criteria:

* Systemic anti-myeloma therapy within \<=14 days, or 5 half-lives, whichever is shorter, or plasmapheresis within 7 days prior to the first dose of study drug.
* Systemic treatment with high dose steroids (equivalent to \>=60 mg prednisone daily for \>=4 days) within the past 14 days if administered to treat MM or non-MM disease.
* Symptomatic amyloidosis, active 'polyneuropathy, organomegaly, endocrinopathy, myeloma protein, and skin changes' (POEMS) syndrome, active plasma cell leukemia at the time of screening.
* Prior allogeneic stem cell transplant.
* Current corneal epithelial disease except mild punctate keratopathy.
* Use of an investigational drug within 14 days or five half-lives, whichever is shorter, preceding the first dose of study drug. Prior treatment with a monoclonal antibody within 30 days of receiving the first dose of study drugs. Prior B-cell maturation antigen (BCMA) targeted therapy.
* Evidence of active mucosal or internal bleeding.
* Any major surgery within the last four weeks.
* Presence of active renal condition (infection, requirement for dialysis or any other condition that could affect participant's safety). Participants with isolated proteinuria resulting from MM are eligible.
* Any serious and/or unstable pre-existing medical, psychiatric disorder or other conditions (including lab abnormalities) that could interfere with participant's safety, obtaining informed consent or compliance to the study procedures.
* Current unstable liver or biliary disease per investigator assessment defined by the presence of ascites, encephalopathy, coagulopathy, hypoalbuminemia, esophageal or gastric varices, persistent jaundice, or cirrhosis.
* Malignancies other than disease under study are excluded, except for any other malignancy from which the participant has been disease-free for more than 2 years and, in the opinion of the principal investigators and GlaxoSmithKline Medical Monitor, will not affect the evaluation of the effects of this clinical trial treatment on the currently targeted malignancy (MM). Participants with curatively treated non-melanoma skin cancer may be enrolled.
* Evidence of cardiovascular risk including any of the following: Corrected QT interval Fridericia (QTcF) interval \>480 milliseconds (msec); Evidence of current clinically significant uncontrolled arrhythmias, including clinically significant electrocardiogram abnormalities such as 2nd degree (Type II) or 3rd degree atrioventricular (AV) block; History of myocardial infarction, acute coronary syndromes (including unstable angina), coronary angioplasty, or stenting or bypass grafting within six months of Screening; Class III or IV heart failure as defined by the New York Heart Association functional classification system (NYHA); Uncontrolled hypertension.
* Known immediate or delayed hypersensitivity reaction or idiosyncrasy to drugs chemically related to belantamab mafodotin, or any of the components of the study treatment.
* Pregnant or lactating female.
* Active infection requiring antibiotic, antiviral, or antifungal treatment.
* Known Human Immunodeficiency Virus (HIV) infection.
* Presence of hepatitis B surface antigen (HBsAg), or hepatitis B core antibody (HBcAb at screening or within 3 months prior to first dose of study treatment.
* Positive hepatitis C antibody test result or positive hepatitis C Ribonucleic acid (RNA) test result at screening or within 3 months prior to first dose of study treatment.