I do not get this convention crap, whoever walks into the convention with the biggest number will win. Tell me when it did not happen.
The 1920 election, which Newt Gingrich has been citing, is one example of the frontrunner losing. There have been more recent brokered conventions, the most recent a half-century ago. However, if it were not for the superdelegates, the 2008 Democratic Party race would have been a brokered convention. Essentially we had a smoke-filled room in the weeks between the end of the primaries and the beginning of the convention, with party insiders pressured to say who they would support to avoid a brokered convention.
Back to 1920: in that year, the Republican frontrunner was Maj. Gen. Leonard Wood, a Medal of Honor recipient for personal bravery during the Indian wars in the American Southwest. He was a military medical doctor who revitalized the Cuban health system after the American conquest and during World War II was a key expert and innovator in military training. He was also vilified by Mark Twain for atrocities against the Muslims in the Philippines, since he believed the only way to defeat the Islamic insurrection against America was to use tactics that even Sherman didn't use in Georgia.
The Republicans ditched him in convention and replaced him with a presidential nominee who generated scandal after scandal for the party. Republicans exchanged a properly vetted candidate with known problems for a new face whose problems proved to be far worse. That's a very real risk if you get a candidate without proper vetting in a primary. If it hadn't been for Calvin Coolidge as vice-president, a man known for strict honestly, the Warren Harding nomination would have been a disaster for Republicans.
That should be a very strong warning to Republicans who want to go to convention and replace Romney with some other moderate Republican, and the same for conservatives who want to get a conservative candidate who is not Gingrich or Santorum.
BTW, I live outside Fort Leonard Wood, which was named for Maj. Gen. Leonard Wood long after his death.