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The NASA Langley MDO method evaluation study seeks to arrive at a set of guidelines for using promising MDO methods by accumulating and analyzing computational data for such methods. The data are collected by conducting a series of re- producible experiments. In the first phase of the study, three MDO methods were implemented in the SIGHT: framework and used to solve a set of ten relatively simple problems. In this paper, we comment on the general considerations for conducting method evaluation studies and report some initial results obtained to date. In particular, although the results are not conclusive because of the small initial test set, other formulations, optimality conditions, and sensitivity of solutions to various perturbations. Optimization algorithms are used to solve a particular MDO formulation. It is then appropriate to speak of local convergence rates and of global convergence properties of an optimization algorithm applied to a specific formulation. An analogous distinction exists in the field of partial differential equations. On the one hand, equations are analyzed in terms of regularity, well-posedness, and the existence and unique- ness of solutions. On the other, one considers numerous algorithms for solving differential equations. The area of MDO methods studies MDO formulations combined with optimization algorithms, although at times the distinction is blurred. It is important to

This paper is concerned with a trust region approximation management framework (AMF) for solving the nonlinear programming problem in general and multidisciplinary optimization problems in particular The intent of the AMF methodology is to facilitate the solution of optimization problems with high-fidelity models. While such models are designed to approximate the physical phenomena they describe to a high degree of accuracy, their use in a repetitive procedure, for example, iterations of an optimization or a search algorithm, make such use prohibitively expensive. An improvement in design with lower-fidelity, cheaper models, however, does not guarantee a corresponding improvement for the higher-fidelity problem. The AMF methodology proposed here is based on a class of multilevel methods for constrained optimization and is designed to manage the use of variable-fidelity approximations or models in a systematic way that assures convergence to critical points of the original high-fidelity problem.

General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level optimization problems, and we present two solution approaches. Both approaches use a trust-region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.