Let's say we have an integral of the form $I = \int_X f(z) dz$ where $X$ is some subset of the complex numbers, is there a methods to numerically evaluate this integral?
For simplicity we can of assume that $X$ is a polygon in the complex plane. (If there are any methods for other shapes of the integration domain please let me know too, that was just intended as an example.)
I'm especially interested in cases where $X$ is unboundend, i.e. $X = \mathbb C$ or $X = \{ z \in \mathbb C \mid Im(z)>0 \}$