This can't happen because of bound delegates. A pretty significant number of states have laws that require delegates to vote for the particular candidate that received those delegates during the state's primary. Because these delegates are bound, it would be nearly impossible for someone who did not have any delegates entering the convention to be able to round up the 1,200 or so delegates that he needs to be the nomination.
This isn't like the 1800s. Stuff like that isn't going to happen. Even if it's a brokered convention, bound delegates almost ensure that the winner will be one of the top three delegate leaders going into the convention.
The convention delegates are only bound for the first and second ballots. After that, they can vote for whomever they please.