On Jul 13, 2011, at 11:57 AM, Julio Rojas wrote:

Thanks for the tip, I'll take a look at it.

As for the constraints, they are linear, simple bound constraints.
C(j,k)<=C(j,k+1), k=1:4
C(j,4)-C(j,1)<=max(X(i,j,4)-X(i,j,1))

That is an affine constraint, but it is not a simple bound constraint. A simple bound constraint on a variable x is of the form:

        min_constant <= x <= max_constant


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