The objective of reliability-based design optimization (RBDO) is to design structures which should be both economic and reliable. The existing methods lead to very high computational cost, local optima, and weak convergence stability. In this paper, we present a new methodology of RBDO, leading to global solutions without additional computing cost for the reliability evaluation. The safety factor formulation for linear and nonlinear cases has been used to reduce efficiently the computational time. This technique is fundamentally based on a study of the sensitivity of the limit state function with respect to the design variables. In order to demonstrate analytically the efficiency of this methodology, the optimality conditions are then used. The presented application on fatigue damage analysis shows the advantages of the optimum safety factor (OSF) for treating complex structural problems.