  In this work we prove constructively that the complement ${\mathbb
R}^n\setminus{\mathcal K}$ of an $n$-dimensional unbounded convex polyhedron
${\mathcal K}\subset{\mathbb R}^n$ and the complement ${\mathbb
R}^n\setminus{\rm Int}({\mathcal K})$ of its interior are polynomial images of
${\mathbb R}^n$ whenever ${\mathcal K}$ does not disconnect ${\mathbb R}^n$.
The compact case and the case of convex polyhedra of small dimension were
approached by the authors in previous works. Consequently, the results of this
article provide a full answer to the representation as polynomial images of
Euclidean spaces of complements of convex polyhedra and its interiors. The
techniques here are more sophisticated than those corresponding to the compact
case and require a rational separation result for certain type of (non-compact)
semialgebraic sets, that has interest by its own.
