This paper presents a sophisticated Sequential Linear Approximation Method(SLAM) to solve nonlinear optimization problem and the performance of this method is compared with those of the Penalty Function Method(SUMT), Tangent Search Method(TSM) and Flexible Tolerance Method(FTM). To improve the convenience and flexibility in using the proposed SLAM, an user oriented design optimization language is developed and the application examples are shown for the optimization of propeller principal dimensions and the optimization of bulk carrier principal particulars.