Integration on a convex polytope
Jean Lasserre
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Source: Crossref
Published: Aug 1, 1998
DOI: 10.1090/s0002-9939-98-04454-2
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We present an exact formula for integrating a (positively) homogeneous function f f on a convex polytope Ω ⊂ R n \Omega \subset R^n . We show that it suffices to integrate the function on the ( n − 1 ) (n-1) -dimensional faces of Ω \Omega , thus reducing the computational burden. Further properties are derived when f f has continuous higher order derivatives. This result can be used to integrate a continuous function after approximation via a polynomial.
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