Vaniver comments on The Value Learning Problem - LessWrong
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It is. If there exists an optimal solution, at least one vertex will be optimal, and as RyanCarey points out, if a hyperface is optimal it will have at least one vertex.
A stronger statement is that the Simplex algorithm will always return an optimal vertex (interior point algorithms will return the center of the hyperface, which is only a vertex if that's the only optimal point).