WIAS Preprint No. 913, (2004)
Polyhedral inclusion-exclusion
Authors
- Bukszar, Jozsef
- Henrion, René
ORCID: 0000-0001-5572-7213 - Hujter, Mihaly
- Szantai, Tamas
2010 Mathematics Subject Classification
- 90C15
Keywords
- Inclusion-Exclusion, polyhedron
DOI
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.
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