Sorry for replying to such an old post, but I am wondering if an answer was ever found to this issue. My situation is that I have been working in Yii for the past couple of years and love the MVC, Object-oriented approach, but now work in a place that uses Drupal. I find Drupal cumbersome and not intuitive at all if you are doing anything except content management. Unfortunately, my boss wants a single user experience, so everything must be done in Drupal – even data-driven reports, Active Directory manipulation and other things that have nothing to do with content management. Thus, I am hoping to have the best of both worlds and be able to wrap my Yii functionality in the Drupal CMS.
@Fenix, how far did you get with this? In what file did you put your first code block to require Yii – is that in the index.php at the Drupal root?