We introduce a novel numerical framework for the exploration of Blaschke--Santaló diagrams, which are efficient tools characterizing the possible inequalities relating some given shape functionals. We introduce a parametrization of convex bodies in arbitrary dimensions using a specific invertible neural network architecture based on gauge functions, allowing an intrinsic conservation of the convexity of the sets during the shape optimization process. To achieve a uniform sampling inside the diagram, and thus a satisfying description of it, we introduce an interacting particle system that minimizes a Riesz energy functional via automatic differentiation in PyTorch. The effectiveness of the method is demonstrated on several diagrams involving both geometric and PDE-type functionals for convex bodies of $\mathbb{R}^2$ and $\mathbb{R}^3$, namely, the volume, the perimeter, the moment of inertia, the torsional rigidity, the Willmore energy, and the first two Neumann eigenvalues of the Laplacian.