upgrading units

[alscid]

I am playing a game in which I have the prerequisite advances for building swordsman, knights, and pikemen. I can produce them in my cities and have quite a few. When I did SHIFT U to upgrade some spearmen, I was told that I had 4, paid the $ and got them. Unfortunately, there were quite a number that remained un-upgraded. Subsequently, I was able to upgrade one more. Whenever I try to upgrade any warrior, spearmen, archers, or horsemen, I am told that "unfortunately we have none that are available" or some-such message, yet there are a large number of such. The key U has no effect. I would appreciate any clues. The strategy guide, instruction amnual, and game help are not very good on this point.