often you can use some parameter transformation to make sure the optimisert passes aren't wasted. for example, if a>=0, b>=0, a+b<=1 you can define, 0<=x<=1, 0<=y<=1, a=x, b = (1-x)*y.
You can apply the same logic in more complex non-linear cases.
The point is:
1) If you can simplify the problem like described above, then you should do so and use an existing platform;
2) If you cannot, then it's a complex problem and you demand a very specific complex featuire, which is far beyond the field of backtesting and trading. If you have an optimiser with API which does the kind of optimisation you require, you can hook it up to many backtesting platforms.
