In linear programming, the fundamental regions are polyhedra, since those are the intersection of half-spaces defined by linear inequalities. In semidefinite programming, the fundamental regions are spectrahedra$^\color{magenta}{\dagger}$:
A spectrahedron is the intersection of the cone of positive semidefinite matrices with an affine-linear space.
What are the fundamental regions in convex programming in general?
$\color{magenta}{\dagger}$ Bernd Sturmfels, GAeL Lecture I on Convex Algebraic Geometry — Spectrahedra, Coimbra, June 2010.