Approximating points of a Banach space by points of an operator image

Answering one problem that has its origins in quantum mechanics, we prove that for any sequence $(A_n)_{n\in\mathbb N}$ of convex nowhere dense sets in a Banach space $X$ and any sequence $(\varepsilon_n)_{n=1}^\infty$ of positive real numbers with $\lim_{n\to\infty}\varepsilon_n=0$, the set $A=\{x\in X:\forall n\in\mathbb N\;\exists a\in A_n\;\;\|x-a\|< \varepsilon_n\}$ is nowhere dense in $X$.