This study presents an efficient method for robust optimal design. In order to avoid the excessive evaluations of the exact performance functions, two-point diagonal quadratic approximation method is employed for approximating them during optimization process. This approximation method is one of the two point approximation methods. Therefore, the second order sensitivity information of the approximated performance functions are calculated by an analytical method. As a result, this enables one to avoid the expensive evaluations of the exact $2^{nd}$ derivatives of the performance functions unlike the conventional robust optimal design methods based on the gradient information. Finally, in order to show the numerical performance of the proposed method, one mathematical problem and two mechanical design problems are solved and their results are compared with those of the conventional methods.