Most of the practical design variables should always be discrete quantity within engineering optimization design problems. To obtain the true optimization solution, a discrete optimization method must be used. In this paper, a new method called step optimization search method is presented to solve the discrete quantity mathematic programming problems. The basic idea of this method is to find out an initial feasible point and then to search the optimum point step by step in the neighbouring region of this point so as to obtain an improved new discrete point. Respectively, the new point can be taken as initial one, and the whole process can be carried out once more until the optimum solution of the problem is obtained.Some results of numerical examples of practical problems show that this new method can solve problems quickly and simply and can be applied in a lot of engineering design problems.