Let P⊂ ℝdbe a convex polyhedron and f: ℝd→ℝ a linear function. One studies the computational complexity of the integral ∫pexp f(xdx. It is shown that these integrals satisfy nontrivial algebraic relations, which makes possible the construction of polynomial algorithms for certain polyhedra. Examples are given of the application of exponential integrals to the calculation of volume and nonlinear programming.
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