Heterogeneous many-cores are now an integral part of modern computing systems ranging from embedding systems to supercomputers. While heterogeneous many-core design offers the potential for energy-efficient high-performance, such potential can only be unlocked if the application programs are suitably parallel and can be made to match the underlying heterogeneous platform. In this article, we provide a comprehensive survey for parallel programming models for heterogeneous many-core architectures and review the compiling techniques of improving programmability and portability. We examine various software optimization techniques for minimizing the communicating overhead between heterogeneous computing devices. We provide a road map for a wide variety of different research areas. We conclude with a discussion on open issues in the area and potential research directions. This article provides both an accessible introduction to the fast-moving area of heterogeneous programming and a detailed bibliography of its main achievements.