The problem‐project‐oriented STEM education plays a significant role in training students' ability of innovation. Although the conceive‐design‐implement‐operate (CDIO) approach and computational thinking (CT) are hot topics in recent decades, there are still two deficiencies: the CDIO approach and CT are discussed separately and a general framework of coping with complex STEM problems in system modeling and simulation is missing. In this paper, a collaborative strategy based on the CDIO and CT is proposed for solving complex STEM problems in system modeling and simulation with a general framework, in which the CDIO is about “how to do,” CT is about “how to think,” and the project means “what to do.” As an illustration, the problem of solving the period of mathematical pendulum is discussed in detail. The most challenging task involved in the problem is to compute the complete elliptic integral of the first kind (CEI‐1). In the philosophy of STEM education, all problems have more than one solution. For computing the CEI‐1, four methods are discussed with a top‐down strategy, which includes the infinite series method, arithmetic‐geometric mean method, Gauss–Chebyshev method, and Gauss‐Legendre method. The algorithms involved can be utilized for R & D projects of interest and be reused according to the requirements encountered. The general framework for solving complex STEM problems in system modeling and simulation is worth recommending to college students and instructors.