Arrange fish in a 9-by-13-inch baking pan. Sprinkle with lime juice. Cover and refrigerate for at least 20 minutes.
Heat oven to 425 F. Heat oil in a large, nonstick skillet over medium-high heat. Add onion, bell pepper and jalapeno pepper. Cook and stir occasionally for 2 minutes, or until vegetables are tender yet crisp.
Stir in salsa, tomato sauce, olives and capers. Bring to a boil. Reduce heat and simmer for 1 minute.
Pour the sauce over the fish and bake in the preheated oven for about 20 minutes, or until fish flakes easily with a fork.
Remove fish and vegetables from the pan with a slotted spatula. Serve with cilantro and lime wedges.