Hi all -- what would be good methods (and/or software packages) to try for solving a problem minimizing a quadratic function $f(x) = \sum_{i=1}^N{(x_i - y_i)^2}$, where some constraints are non-linear (and non-differentiable), e.g. $0 \leq x_i \leq 1$, and $\sum_i x_i \mathbf{1}_{x_i>a} < b$ ?

I am thinking about $N \approx 100$. FWIW, Matlab is apparently using an "active set method, similar to that of Gill et al.", which has somewhat uneven performance.