Connecting max-entropy with computational geometry, LP and SDP

We consider the well-known max-(relative) entropy problem $Θ$(y) = infQ$\ll$P DKL(Q P ) with Kullback-Leibler divergence on a domain $Ω$ $\subset$ R d , and with ''moment'' constraints h dQ = y, y $\in$ R m . We show that when m $\le$ d, $Θ$ is the Cram{é}r transform of a function v that solves a si