This paper offers an extensive overview of the utilization of sequential approximate optimization approaches in the context of numerically simulated large-scale continuum structures. These structures, commonly encountered in engineering applications, often involve complex objective and constraint functions that cannot be readily expressed as explicit functions of the design variables. As a result, sequential approximation techniques have emerged as the preferred strategy for addressing a wide array of topology optimization challenges. Over the past several decades, topology optimization methods have been advanced remarkably and successfully applied to solve engineering problems incorporating diverse physical backgrounds. In comparison to the large-scale equation solution, sensitivity analysis, graphics post-processing, etc., the progress of the sequential approximation functions and their corresponding optimizers make sluggish progress. Researchers, particularly novices, pay special attention to their difficulties with a particular problem. Thus, this paper provides an overview of sequential approximation functions, related literature on topology optimization methods, and their applications. Starting from optimality criteria and sequential linear programming, the other sequential approximate optimizations are introduced by employing Taylor expansion and intervening variables. In addition, recent advancements have led to the emergence of approaches such as Augmented Lagrange, sequential approximate integer, and non-gradient approximation are also introduced. By highlighting real-world applications and case studies, the paper not only demonstrates the practical relevance of these methods but also underscores the need for continued exploration in this area. Furthermore, to provide a comprehensive overview, this paper offers several novel developments that aim to illuminate potential directions for future research.