As more and more high precise time-consuming models are revealed into optimization procedure, general intelligence optimization algorithm cannot get a desirable result in feasible computing cost. The developing sequential approximate optimization approach is aimed to overcome this drawback by introducing the approximate model in the optimization procedure, which adds infill points sequentially to search the promising areas, has made it more and more practical technique for time-consuming engineering optimization. An overview of the sequential approximate optimization algorithm and its core techniques were given, which can expend the application of the algorithm. Finally, some relevant improved methods and new developmental trends concerning SAO(sequential approximate optimization) were presented.