General Brazilian
violar regras / descumprir regras
Most common usage in Brazilian Portuguese
São Paulo
violar regras / burlar regras
burlar is also used colloquially for circumventing rules
Rio de Janeiro
violar regras / desrespeitar regras
desrespeitar emphasizes disrespect toward authority
Portugal
violar regras / transgredir regras
transgredir is more formal and literary in European Portuguese