A geometric-combinatorial construction suggested by Gabrielov and Vorobjov (2007) allows one to approximate a set definable in an o-minimal structure, such as a real semialgebraic or sub-Pfaffian set, by an explicitly constructed monotone family of compact definable sets homotopy equivalent to the original set. This implies improved upper bounds for the Betti numbers of non-compact semialgebraic, fewnomial, and sub-Pfaffian sets.