Abstarct: Using ordinary analytic methods in structural optimization in addition to expensive calculative expenses sometimes is impractical, specially when the structure is big and complicated. For this reason, approximation methods in structural optimization are developed. By substituting approximate problem instead of main problem and finding optimal point the process of optimization is sped up and the expenditures related to conducting calculations are decreased. In this research, approximation methods in optimization which are divided into two main sections including local approximation and global approximation are studied. The application field and concepts of each one are illustrated. Meanwhile the improved approximation methods which use the sensitivity information of previous points for improving approximations, like two point exponential approximation and three point approximation are studied. In continuation by presenting a computer program on baxse of improved approximation formulas, the affection of using approximation methods in different examples are studied. The results of these examples show clearly that the approximation methods for solving great problems act more effective and faster compared with other methods