Algorithm of most optimization calculation is favor for the most technology personnel, for its result is ideal and it doesn’t need derivative of performance function. Combined with theory of nonlinear programming and method of optimization calculation for structural reliability, the program calculation is written by means of Lingo, including system reliability calculation. With the example, the results prove the method was accurate and fast. It was very efficiency and convenience and objection to make program of Lingo for the reliability calculation, which is grasped for the engineers. So its applying research would push forward application of structural reliability theory and optimization design in structural engineering.