In Exercise 2.12 (e) on Stephen Boyd & Lieven Vandenberghe's Convex Optimization:
The set of points closer to one set than another, i.e., $$\big\{x \mid \text{dist}(x, S)\leqslant\text{dist}(x,T)\big\}$$ where $\,S,T\subseteq\mathbb R^n$, and $\text{ dist}(x, S) = \text{inf}\big\{\lVert x-z\rVert\;|\;z\in S\big\}$
Why is the set not convex? Since I can turn the set into a halfspace.
Although I know, there is an example that the authors provided, in the solution manual to show it's not a convex set. However, they used the exact same method to turn the set into a half space in Exercise 2.12 (d) and the set is instead convex.