The computational effort for reliability based design optimization (RBDO) is no longer prohibitive even for detailed studies of mechanical integrity. The sequential approximation RBDO formulation and the use of surrogate models have greatly reduced the amount of computations necessary. In RBDO, the surrogate models need to be most accurate in the proximity of the most probable point. Thus, for multiply constrained problems, such as fatigue design problems, where each finite element (FE)-model node constitutes a constraint, the computational effort may still be considerable if separate experiments are used to fit each constraint surrogate model. This paper presents an RBDO algorithm that uses a single constraint approximation point (CAP) as a starting point for the experiments utilized to establish all surrogate models, thus reducing the computational effort to that of a single constraint problem. Examples of different complexities from solid mechanics applications are used to present the accuracy and versatility of the proposed method. In the studied examples, the ratio of the computational effort (in terms of FE-solver calls) between a conventional method and the single CAP algorithm was approximately equal to the number of constraints and the introduced error was small. Furthermore, the CAP-based RBDO is shown to be capable of handling over 10,000 constraints and even an intermittent remeshing. Also, the benefit of considering other objectives than volume (mass) is shown through a cost optimization of a truck component. In the optimization, fatigue-specific procedures, such as shot peening and machining to reduce surface roughness, are included in the cost as well as in the constraints.