I am working on a Simulation-Optimization routine in Matlab. My program solves a set of Differential Algebraic Equations (DAEs) which depend on a set of design variables "x" and computes a cost function (objective function). The value of the objective function is passed to fmincon, which decides how to update "x", so constraints are fulfilled.
I was wondering if there is a way to recursively impose bounds not only to "x", but to internal variables. I have, for instance, a purity requirement in the process, which makes necessary to impose an inequality constraint on this variable. Purity does not belong to "x", but is a dependent variable resulting from the solution of the DAE system. I know that one can include penalty functions in the objective function to account for these constraints, but I would want to know if there is a way to make this internal variables "visible" to the optimizer, so it runs according to bounds or inequality conditions on them.
