“Rajahs must be perfect heaven,” says Mrs. Chaddesley Corbett in Nancy Mitford’s Love in a Cold Climate, “all those diamonds.” A maharaja ranks even higher than a raja, and this one, the Maharaja of Indore, preferred modernism, especially the avant-garde design of the 1920s and 30s. Louis Sognot and Charlotte Alix, Jean Puiforcat, Eileen Gray, and Le Corbusier—all present in Manik Bagh Palace, constructed to house the Maharaja’s extraordinary collection of modernist furniture and decorative arts. In “Modern Maharaja,” over 500 objects from the palace are on view, exhibited together for the first time. —L.J.