If you need to break up the conditions of the minimization problem across two or more lines, the following will work:
\documentclass{article}
\usepackage{amsmath}
\begin{document}
\begin{equation*}
\min_{\substack{A,B\\ 0\le A\le T \\
D+X+W-S\ge 0}}
\Bigl(I+X+W-E-\bigl(X+k(A-B)\bigr)\Bigr)
\end{equation*}
\end{document}

If you want the minimization conditions to be spread over just two lines, replace the first \\ with ;\ and you'd get:

Addendum, posted after receiving a clarification from the OP: If, rather, the objective is to break up the argument of the minimization problem (I must confess I'd overlooked the comma in the earlier MWEs), the following should be of interest:
\documentclass{article}
\usepackage{mathtools}
\setlength\textwidth{2in} % simulate a narrow column
\begin{document}
\begin{multline*}
\min_{\mathclap{\substack{A,B\\ 0\le A\le T \\ D+X+W-S\ge 0}}}
\big(I+X+W-E,\\[-5ex]
X+k(A-B)\big)
\end{multline*}
\end{document}

\min\bigg(I+X+W-E,-(X+k(A-B))\bigg)_{\substack{A,B,\ 0\le A\le T \ D+X+W-S\ge 0}}acceptable? – Tom Bombadil May 25 '12 at 10:19(1,2)and(2,1). I know it's not related to TeX at all but just out of curiosity :) You can also bash me in our chat room if you feel like it – percusse May 25 '12 at 13:18