In practice I might just use tom's answer, since no algorithm can guarantee better than O(n^2) worst-case performance and it's easy to read. But if performance matters, choosing an algorithm that is always n^2 isn't good if you can avoid it; the below solution avoids re-iterating over any items which are known not to be maxes, and therefore can be as good as O(n) if the set turns out to actually be totally ordered. (of course, this relies on transitivity of the ordering relation, but since you call this a partial order that's implied)
(defn remove-smaller [cmp coll]
(reduce (fn [maxes x]
(let [[acc keep-x]
,,(reduce (fn [[acc keep-x] [max diff]]
(cond (neg? diff) [(conj acc max) false]
(pos? diff) [acc keep-x]
:else [(conj acc max) keep-x]))
[[] true], (map #(list % (or (cmp x %) 0))
maxes))]
(if keep-x
(conj acc x)
acc)))
(), coll))