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The methods of robust design optimization (RDO) and reliability‐based robust design optimization (RBRDO) were implemented in the present study. RBRDO is an integrated method that accounts for the design robustness of an objective function and for the reliability of constraints. The objective function in RBRDO is expressed in terms of the mean and standard deviation of an original objective function. Thus, a multi‐objective formulation is employed. The regressive approximate models are generated via the moving least squares method (MLSM) and constraint‐feasible moving least squares method (CF‐MLSM), which make it possible to realize the feasibility regardless of the multimodality/nonlinearity of the constraint function during the approximate optimization processes. The regression model based RBRDO is newly devised and its numerical characteristics are explored using the design of an actively controlled ten bar truss structure.