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can I specify linear contraints in minasa()? say, if not only I have constraints BndL[i] <= x[i] <= BndU[i], but also sum(x,i = 0 to n) <= something, can I do this in minasa or any other ALGLIB optimization package? thanks.

I recommend you to use BLEIC package. It is not described in the ALGLIB User Manual yet (description will be available within a week or two), but ALGLIB Reference Manual has complete reference and examples. This package supports both boundary and linear (equality/inequality) constraints.

Can I ask what's the underlying algo for BLEIC package?

It is nonlinear conjugate gradient method, which handles constraints as follows:
a) it classifies them as either active or inactive
b) it projects function gradient into subspace of active constraints
c) it carefully monitors step length and gradient direction and activates/deactivates constraints as necessary

In fact, BLEIC is active set method too, but more sophisticated than ASA.