The robustness of large scale critical infrastructures, which can be modeled as complex networks, is of great significance. One of the most important means to enhance robustness is to optimize the allocation of resources. Traditional allocation of resources is mainly based on the topology information, which is neither realistic nor systematic. In this paper, we try to build a framework for searching for the most favorable pattern of node capacity allocation to reduce the vulnerability to cascading failures at a low cost. A nonlinear and multi-objective optimization model is proposed and tackled using a particle swarm optimization algorithm (PSO). It is found that the network becomes more robust and economical when less capacity is left on the heavily loaded nodes and the optimized network performs better resisting noise. Our work is helpful in designing a robust economical network.