On removable sets for convex functions

In the present article we provide a sufficient condition for a closed set F∈R^d$F\in {\mathbb{R}}^d$ to have the following property which we call c  -removability: Whenever a continuous function f:R^d→R$f:{\mathbb{R}}^d\to \mathbb{R}$ is locally convex on the complement of F  , it is convex on the whole R^d${\mathbb{R}}^d$. We also prove that no generalized rectangle of positive Lebesgue measure in R²${\mathbb{R}}^2$ is c-removable. Our results also answer the following question asked in an article by Jacek Tabor and Józef Tabor (2010) 5]: Assume the closed set F⊂R^d$F\subset {\mathbb{R}}^d$ is such that any locally convex function defined on R^d?F${\mathbb{R}}^d?F$ has a unique convex extension on R^d${\mathbb{R}}^d$. Is F   necessarily intervally thin (a notion of smallness of sets defined by their “essential transparency” in every direction)? We prove the answer is negative by finding a counterexample in R²${\mathbb{R}}^2$.