Call a convex body $C\subset\Bbb R^n$ semi-algebraic if it can be written as
$$(*)\quad C=\bigcap_{i\in I}\, \{x\in \Bbb R^n\mid p_i(x)\le 0\}$$
with polynomials $p_i\in\Bbb R[X_1,...,X_n]$ and a finite index set $I$.
Question: Is the polar dual $C^\circ$ of a semi-algebraic convex body again semi-algebraic?
Where polar dual means
$$C^\circ := \{y\in\Bbb R^n\mid \langle x,y\rangle\le 1\text{ for all $x\in\Bbb R^n$}\}.$$
Update
Using Tarski-Seidenberg (a proposed by Robert in the comments) it is relatively easy to see that $C^\circ$ is indeed semi-algebraic $-$ but for a more general notion of semi-algebraic as intended in my question (see my answer below). Namely, $C^\circ$ can be written as the intersection and union of algebraic sets, where in $(*)$ I only want to use intersection. I suspect that one can get rid on the unions by using that $C^\circ$ is convex.