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I am trying to create an optimzation problem which looks like this:

enter image description here

I use Optidef for all my optimization problems but should I be using regular align environment for this?

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With the \underset macro from amsmath:

\documentclass[border=2mm]{standalone}

\usepackage[]{amsmath}

\begin{document}
$ \underset{y\geq0}{\sup\psi(y)} $
\end{document}

No need for align or the like.

enter image description here

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