In this paper an approach based on invariant ellipsoids is applied to the problem of persistent disturbance rejection by means of static state-feedback control. Dynamic system is supposed to be linear time-invariant and affected by unknown-but-bounded exogenous disturbances. Synthesis of an optimal controller that returns a minimum of the size of the corresponding invariant ellipsoid is reduced to the one-dimensional convex minimization with LMI constraints. The problem is considered in continuous and discrete time cases.