Let $E$ be a Banach space. A set $C \subseteq E$ is called ideally convex if for every bounded sequence $(x_n)$ in $C$ and for every sequence $(\lambda_n)$ in $[0,1]$ that sums up to $1$ the vector $\sum_n \lambda_n x_n$ is also in $C$.
(So a bounded set is ideally convex if and only if it is $\sigma$-convex in this sense. But in the following question, $C$ is automatically unbounded.)
Question. Let $C \subseteq E$ be ideally convex and dense in $E$. Does it follows that $C = E$?
Remark. Every open convex set is ideally convex (by the Hahn-Banach separation theorem). In this special case it is not particularly difficult to prove that the question has a positive answer: an open, convex, and dense set $C \subseteq E$ is automatically equal to $E$.