WIAS Preprint No. 913, (2004)

Polyhedral inclusion-exclusion



Authors

  • Bukszar, Jozsef
  • Henrion, René
  • Hujter, Mihaly
  • Szantai, Tamas

2010 Mathematics Subject Classification

  • 90C15

Keywords

  • Inclusion-Exclusion, polyhedron

Abstract

Motivated by numerical computations to solve probabilistic constrained stochastic programming problems, we derive a new identity claiming that many terms are cancelled out in the inclusion--exclusion formula expressing the complement of a Euclidean polyhedron.

Download Documents