We study the design of robust truss structures under mechanical equilibrium, displacements and stress constraints. Our main objective is to minimize the total amount of material, for the purpose of finding the most economic structure. A robust design is found by considering load perturbations. The nature of the constraints makes the mathematical program nonconvex. In order to solve this problem, we apply the sequential convex approximation method, which deals with the original problem through solving a sequence of differentiable convex ones. Additionally, we show the global convergence of this method using a Slater type hypothesis on the data.