Is $\mathbb R^n\setminus\{\mathbf{0}\}$ a convex set?
I read the convex analysis book (R.T. Rockafellar), in the book he wrote " convex cone may or may not contain the origin point". Then a question occur to me that the whole space $\mathbb{R}^n$ is a convex cone, so it may not contain the origin point too, i.e.$\mathbb R^n\setminus\{\mathbf{0}\}$. But the origin point $0$ is not in the line segment that joins points $(-x,0)$ and $(x,0)$, thus the whole space is not a convex cone, which makes me confused.
