Agile is an umbrella term for several iterative and incremental software development approaches, with each of those variations being its own Agile Methodology framework.
The most popular Agile framework includes Scrum, Crystal, Dynamic Systems Development Method, and Feature-Driven Development. Mendix, in particular, subscribes to the Scrum methodology.
While each Agile methodology framework has its own unique qualities, they all incorporate elements of iterative development and continuous feedback when creating an application. Any Agile development project involves continuous planning, continuous testing, continuous integration, and other forms of continuous development of both the project and the application resulting from the Agile framework.
Each Agile framework is considered lightweight. Rules and practices are kept to a minimum, especially when compared to traditional waterfall-style development processes, and are designed to be adaptable to all kinds of circumstances. The focus, instead, falls on empowering developers of all kinds to collaborate and make decisions together as a group quickly and effectively.
The grand vision behind Agile development is to create applications in small increments, with each individual increment tested before it is considered complete. This process assures quality is “built” into the product, versus inspecting for quality later.