Although there are a lot of questions on subscripts none of them are the same as this one (as far as I can find).
I want to write \min_ and directly under that I want to write p \in R^n, that's obviously the easy part. Then I want to write \| p \| \leq \Delta_k directly under p \in R^n (like a double subscript). I can get p \in R^n to go directly under \min but I do not know how to get \| p \| \leq \Delta_k directly under p \in R^n.
This is what I have just now
\begin{document}
\begin{align}
&\min_{p \in \mathbb{R^n}_{\| p \| \leq \Delta_k}} \\
\end{align}
\end{document}
This makes \| p \| \leq \Delta_k a subscript of {p \in \mathbb{R^n} but it does not lie directly under it as I would like. Any ideas would be much appreciated.

alignwith a single equation? Note that the trailing\\will produce an unwanted empty equation (with its number). – egreg Mar 28 '17 at 21:35