The local approximation method exhibits many advantage features and it is popular to a broad class of structural optimization problems. In this paper, both the mathematical modeling and case study of the local approximation method were studied. The theoretical analysis indicates that the primary optimization problem can be replaced with a sequence of explicit approximate problems by using the local approximation method. The explicit subproblems are convex and separable, which can be solved efficiently by using a dual method approach. The topology optimization of a guide rail design is then solved to testify the proposed method, which has been coded by Altair OptiStruct. The optimized design of a widely used guide rail with an "I" shape cross section is obtained and compared with the original design. The numerical results have shown that the local approximation method can effectively solve the structure optimization problems, especially the ones with hundreds of design variables or constraints.