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09/26/10 7:12pm
That is a complicated constraint. This is not
strictly equivalent, but works for your case.
In[4]:= FindMaximum[{ Max[Abs[x + y], Abs[x - y], Abs[2 y]],
1 >= x >= -1 && 1 >= y >= -1 &&
1 >= -x + 4 y >= -1}, {x, y}]
Out[4]= {1.5, {x -> 1., y -> 0.499999}}
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