Convergence Estimates for Multidisciplinary Analysis and Optimization

A quantitative analysis of coupling between systems of equations is introduced. This analysis is then applied to problems in multidisciplinary analysis, sensitivity, and optimization. For the sensitivity and optimization problems both multidisciplinary and single discipline feasibility schemes are considered. In all these cases a "convergence factor" is estimated in terms of the Jacobians and Hessians of the system, thus it can also be approximated by existing disciplinary analysis and optimization codes. The convergence factor is identified with the measure for the "coupling" between the disciplines in the system. Applications to algorithm development are discussed. Demonstration of the convergence estimates and numerical results are given for a system composed of two non-linear algebraic equations, and for a system composed of two PDEs modeling aeroelasticity. Key words, convergence, MDO, sequential, Gauss-Seidel, adjoint, Hessian Subject classification. Applied Numerical Mathematics