# Multi Disciplinary Analyses¶

This section deals with the construction and execution of a Multi Disciplinary Analysis (MDA), i.e. the computation and the convergence of the coupling variables of coupled disciplines.

See also

## Creation of the MDAs¶

Two families of MDA methods are implemented in GEMSEO
and can be created with the function `create_mda()`

:

- fixed-point algorithms,
that compute fixed points of a coupling function \(y\), that is they solve the system \(y(x) = x\)

- Newton method algorithms for root finding,
that solve a non-linear multivariate problem \(R(x, y) = 0\) using the derivatives \(\frac{\partial R(x, y)}{\partial y} = 0\) where \(R(x, y)\) is the residual.

Any explicit problem of the form \(y(x) = x\) can be reformulated into a root finding problem by stating \(R(x, y) = y(x) - x = 0\). The opposite is not true. This means that if the disciplines are provided in a residual form, the Gauss-Seidel algorithm for instance cannot be directly used.

Warning

Any `MDODiscipline`

placed in an `MDA`

with strong couplings **must** define its default inputs.
Otherwise, the execution will fail.

### Fixed-point algorithms¶

Fixed-point algorithms include Gauss-Seidel algorithm and Jacobi algorithms.

```
from gemseo import create_mda, create_discipline
disciplines = create_discipline(["SobieskiPropulsion", "SobieskiAerodynamics",
"SobieskiMission", "SobieskiStructure"])
mda_gaussseidel = create_mda("MDAGaussSeidel", disciplines)
mda_jacobi = create_mda("MDAJacobi", disciplines)
```

See also

The classes `MDAGaussSeidel`

and `MDAJacobi`

called by `create_mda()`

,
inherit from `MDA`

,
itself inheriting from `MDODiscipline`

.
Therefore,
an MDA based on a fixed-point algorithm can be viewed as a discipline
whose inputs are design variables and outputs are coupling variables.

### Root finding methods¶

#### Newton-Raphson method¶

The Newton-Raphson method is parameterized by a relaxation factor \(\alpha \in (0, 1]\) to limit the length of the steps taken along the Newton direction. The new iterate is given by: \(x_{k+1} = x_k - \alpha f'(x_k)^{-1} f(x_k)\).

```
mda = create_mda("MDANewtonRaphson", disciplines, relax_factor=0.99)
```

#### Quasi-Newton method¶

Quasi-Newton methods
include numerous variants (Broyden,
Levenberg-Marquardt, …).
The name of the variant should be provided with the argument `method`

.

```
mda = create_mda("MDAQuasiNewton", disciplines, method=MDAQuasiNewton.BROYDEN1)
```

See also

The classes `MDANewtonRaphson`

and `MDAQuasiNewton`

called by `create_mda()`

,
inherit from `MDARoot`

,
itself inheriting from `MDA`

,
itself inheriting from `MDODiscipline`

.
Therefore,
an MDA based on a root finding method can be viewed as a discipline
whose inputs are design variables and outputs are coupling variables.

### Hybrid methods¶

Hybrid methods implement a generic scheme to combine elementary MDAs:
an arbitrary number of them are provided and are executed sequentially.
The following code creates a hybrid `mda`

that runs sequentially
one iteration of Jacobi method `mda1`

and a full Newton-Raphson method `mda2`

.

```
mda1 = create_mda("MDAJacobi", disciplines, max_mda_iter=1)
mda2 = create_mda("MDANewtonRaphson", disciplines)
mda = create_mda("MDASequential", disciplines, mda_sequence = [mda1, mda2])
```

This sequence is typically used to take advantage of the robustness of fixed-point methods and then obtain accurate results thanks to a Newton method.

## Execution and convergence analysis¶

The MDAs are run using the default input data
of the disciplines as a starting point.
A MDA provides a method to plot the evolution
of the residuals of the system with respect to the iterations ;
the plot may be displayed and/or saved with
`plot_residual_history()`

:

```
mda.plot_residual_history(n_iterations=10, logscale=[1e-8, 10.])
```

The next plots compare the convergence of
Gauss-Seidel, Jacobi, quasi-Newton and the hybrid
with respect to the iterations.
Identical scales were used for the plots
(`n_iterations`

for the \(x\) axis and `logscale`

for the
logarithmic \(y\) axis, respectively).
It shows that,
as expected,
Gauss-Seidel has a better convergence than the Jacobi method.
The hybrid MDA,
combining an iteration of Gauss-Seidel and a full Quasi-Newton,
converges must faster than all the other alternatives ;
note that Newton-Raphson alone does not converge well
for the initial values of the coupling variables.

## Classes organization¶

The following inheritance diagram shows the different MDA classes in GEMSEO and their organization.

## MDAChain and the Coupling structure for smart MDAs¶

The `MDOCouplingStructure`

provides methods to compute the coupling variables between the disciplines:

```
from gemseo.core.coupling_structure import MDOCouplingStructure
coupling_structure = MDOCouplingStructure(disciplines)
```

This is an internal object that is created in all MDA classes and all formulations. The end user does not need to create it for basic usage.

The `MDOCouplingStructure`

uses graphs to compute the dependencies between the disciplines,
and therefore the coupling variables.
This graph can then be used to generate a process
to solve the coupling problem with a coupling algorithm.

To illustrate the typical procedure, we take a dummy 16 disciplines problem.

First the coupling graph is generated.

Then, a minimal process is computed, with eventually inner-MDAs. A set of coupling problems is generated, which are passed to algorithms.

Finally, a Jacobi MDA is used to solve the coupling equations, via the SciPy package, or directly coded in GEMSEO (Gauss-Seidel and Jacobi for instance). They can be compared on the specific problem, and MDAs can generate convergence plots of the residuals.

The next figure illustrates this typical process

This features is used in the `MDAChain`

which generates a chain of MDAs according
to the graph of dependency in order to minimize the execution time.
The user provides a base MDA class to solve the coupled problems.
The overall sequential process made of inner-MDAs and
disciplines execution is created by a `MDOChain`

.
The inner-MDAs can be specified using the argument `inner_mda_name`

.

```
mda = create_mda("MDAChain", disciplines, inner_mda_name="MDAJacobi")
mda.execute()
```