The shape control problem for a Sendzimir 20-roll cold rolling steel mill is characterised by operation over a wide range of conditions arising from roll changes, changes in rolling schedules and changes in material gauge, width and hardness. Previous approaches to the problem suggest storing a large number of precompensator matrices to cater for the full range of operating conditions. This paper, on the other hand, attempts to synthesise a controller which is optimally robust to changes in the conditions associated with the rolling cluster, resulting in a reduced storage requirement for the controlling computer. The performance of the robust controller is evaluated via nonlinear simulation.