We feel that the all-at-once (AAO) [or fully integrated] approach remains theoretically attractive because of the probability that it will be the least expensive computationally. Unfortunately, it requires a higher degree of software integration than is likely to be achieved in the near future for realistic applications.
In engineering design, software for discipline analysis often operates in a black-box fashion, directly computing the coupling variables while hiding the discipline-analysis residuals and state variables. Even if the software can be modified to return the residuals, the cost and effort required may be excessive. Therefore, most practical MDO problems require an architecture that can take advantage of existing discipline-analysis software.