. . . Western Sahara would be tough as well, since there's no arable land. Importing all food isn't precisely sustainable.
At least you won't be the first to make that mistake:
Renault: And what in heaven's name brought you to Casablanca?
Rick: My health. I came to Casablanca for the waters.
Renault: The waters? What waters? We're in the desert.
Rick: I was misinformed.