Hi brettjm,
For one tree, if you have the time, you could do. But it is still tricky to keep the tree at a good level of conditions.
For instance, the leaves grown inside will be tender, and when you put the tree outside, they could be toast resulting in a set back for the tree .
Some use a greenhouse, and it is probably the easiest way, but again you need space for the greenhouse .
Some take them out on warm days, and in in cold nights. It is all a matter of patience .
So basically, yes, it can work, but it gives you some work ( just not to say a lot of work ).