This depends on whether the other person is willing to do the same. I have a few basic premises which I base my political opinions on, starting with "All humans are of equal value." If they come to different conclusions from first principles we can agree on, there is an interesting conversation to be had.
If someone has an entirely different set of basic principles, I will have a hard time understanding them, but if they are willing to try to understand mine, I will listen to them as well. I will give no time to someone whose mind is already made up.
EDIT: To more directly answer the question, I don't think talking to a hardcore, true believer-type nazi will go anywhere, but if someone who had a right-leaning viewpoint handed to them by their upbringing and surroundings is willing to listen, I would at least want to know how they got where they are so I know how to best make them understand my own point of view. Is this the same as empathising? I couldn't help myself but try to convince them of my point of view.