You can use \substack, provided by the amsmath package:
\documentclass{article}
\usepackage{amsmath}% http://ctan.org/pkg/amsmath
\begin{document}
\[
\max_{0 \leq x \leq 1} f(x)
\]
\[
\max_{\substack{0 \leq x \leq 1 \\ a \geq y \geq b}} f(x)
\]
\end{document}

It works similar to an array where multiple lines are separated using \\. Another alternative would be to use the \mathop - it produces the same result as above:
\documentclass{article}
\usepackage{amsmath}% http://ctan.org/pkg/amsmath
\begin{document}
\[
\mathop{\max_{0 \leq x \leq 1}}_{a \geq y \geq b} f(x)
\]
\end{document}
\mathop makes it's argument an operator, which allows for the traditional limit placement using _ and/or ^ which adds it below/above the operator.