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Interestingly, the Agile Practice Guide talks about hybrid approaches for just such cases. I highly recommend it's reading.
The answer is simple: Agile is not about to use a method or life cycle then you can use Agile approach with all methods and life cycle, for example waterfall (it is a life cycle). So, if you have to integrate components is the same that for anything you created: each component has an interface and you have to interact with the component thru the interface. You have to add each component to your main process. In this case, the components are the vendors.
A lot depends on the nature of the work that the vendors will be doing. If they are all working independently and there's only occasional integration and verification/validation, then their individual way of working is not an issue. This is essentially a variant of "Water-Scrum-Fall". Certain rules of engagement about the touchpoints have to be worked out, but beyond that, you can support different approaches.
On the other hand, if those vendors are closely interacting on a daily basis amongst themselves and the internal team, then it is important to come up with a common delivery approach and shared working agreements.
In my experience, the client organization dictates the approach used by the vendor. Not only was that part of the selection criteria, but once the vendor(s) was selected, there was formal training to onboard the vendor with the client organizations approach, tools, etc.
It has to do with a lot of factors.
I can't recall a situation when it mattered how my vendors operated- whether they were agile, command and control, or mafia. I needed a specific deliverable (service or product) by a specific date, and we agreed to pay them a specific amount of money to accomplish this. How they managed their end was of little importance to me, as long as they met their contractual obligations.
This is also true for other departments within my organization. My projects may rely on them, but it doesn't matter how they're managed, so long as we all meet our commitments. to each other.
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