In this paper, we investigate the robust beamforming schemes for a multi-user multiple-input-single-output (MU-MISO) system with per-antenna power constraints and quantized channel direction information (CDI) feedback. Our design objective is to maximize the expectation of the weighted sum-rate performance by means of controlling the interference leakage and properly allocating the power among user equipments (UEs).First, we prove the optimality of the non-robust zero-forcing (ZF) beamforming scheme in the sense of generating the minimum amount of average inter-UE interference under quantized CDI. Then we derive closed-form expressions of the cumulative density function (CDF) of the interference leakage power for the non-robust ZF beamforming scheme, based on which we adjust the leakage thresholds and propose two robust beamforming schemes under per-antenna power constraints with an iterative process to update the per-UE power allocations using the geometric programming (GP). Simulation results show the superiority of the proposed robust beamforming schemes compared with the existing schemes in terms of the average weighted sum-rate performance.