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A first order approximation is that convex programs are tractable, .i.e., most problems you can think of as a layman in the field that are convex, are (probably) tractable to solve. That's why you would be told that in an introductory course on convex optimization. It is not true though. Tractability of convex problems essentially boils down to being able ...


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I eventually found an answer. The image of a hypercube in $\Bbb R^3$ under a linear map is called a zonohedron. They can be calculated efficiently, for example using the algorithm in An Efficient Algorithm for Generating Zonohedra (PostScript file) by Paul Heckbert.


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