In order to reduce the variation effects of uncertainties in the engineering environments, new robust optimization method, which considers the uncertainties in design process, is proposed. Both design variables and system parameters are considered as random variables about their nominal values. To ensure the robustness of performance function, a new objective is set to minimize the variance of that function. Constraint variations are handled by introducing probability constraints. Probability constraints are solved by the advanced first order second moment (AFOSM) method based on the reliability theory. The proposed robust optimization method has an advantage that the second derivatives of the constraints are not required. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.