In this chapter, based on the directional steepest descent sensitivity vector named as direction FORM, several formulations computed by gradient method are presented. The main format of these approaches is developed by finite step length method including (i) directional stability transformation method, (ii) adaptive directional stability transformation method, (iii) enhanced finite step length method, (iv) dynamical relaxed directional method. The abilities for efficiency and robustness are discussed by several numerical/structural reliability problems.