The feasible region of this LP is in general, a convex polyhedron. Visualize it as a polygon in 2 dimensions, for simplicity. Now, maximizing yT b is the same as maximizing the projection of the vector y in the direction represented by vector b. For whichever direction b we choose, the point y that maximizes yT b cannot lie strictly in the interior of the feasible region. The reason is that, fr...