Hello,
The limitation on your issue is not in the EPM framework but with the SQL Central Management Server (CMS). It is documented that the CMS only supports Windows authentication: (http://msdn.microsoft.com/en-us/library/bb964743.aspx)
Central Management Servers and subordinate servers can be registered by using only Windows Authentication. Servers in local server groups can be registered by using Windows Authentication or SQL Server Authentication.
You could try setting up domain trusts to permit cross domain Windows authentication or possibly configure a VLAN to allow for the authentication to the DMZ. (http://technet.microsoft.com/en-us/library/cc773178(v=WS.10).aspx)
Hope this helps and good luck