I am working on a Simulation-Optimization routine in Matlab. Myprogram 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 physical limitation on the area of a piece of equipment, but this value does not belong to x, (it is a dependent variable). I know that one can include penalty functions to the objective function to account for these variables, 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.