I have an instance linear programming such that the coefficients and the constant terms are 0 or 1. Formally, the set of variables is denoted as $V$ and $|V| = n$. There are $m$ constraints, formed as $$ \mathbf{a}_{1}^{\top} \mathbf{v} \leq 1 $$ or $$ \mathbf{a}_{2}^{\top} \mathbf{v} \geq 1 $$ where $\mathbf{a}_{1}, \mathbf{a}_{2} \in \{0,1\}^{n}$ and $\mathbf{v} = [v_{1}, v_{2}, \ldots, v_{n}]^{\top}$. (Assume that $0 \leq v_{i} \leq 1$).
The objective function is $$\min \sum_{i}v_{i} = [1,1, \ldots, 1] \cdot\mathbf{v}$$ I am hoping to find a constant $c \geq 0$ (depending only on $n$) such that there always exist an optimum $\mathbf{v}^{*} \in [0,1]^{n}$ satisfying $v^{*}_{i} = 0$ or $v^{*}_{i} \geq c$.
Does it hold for $c = 1/n$? Is there any positive lower bound on $c$?
For example, consider the LP relaxation of the vertex cover problem. The constraints are formed as $v_{i} + v_{j} \geq 1$, for each edge $v_{i}v_{j} \in E(G)$. We know that there exists a half-integral optimum, i.e., $v_{i} \in \{0,1/2,1\}$.