Recent work has highlighted the potential benefits of exploiting ellipsoidal uncertainty-set-based robust Capon beamformer (RCB) techniques in passive sonar. Regrettably, the computational complexity required to form RCB weights is cubic in the number of adaptive degrees of freedom, which is often prohibitive in practice. For this reason, several low-complexity techniques for computing RCB weights, or equivalent worst case robust adaptive beamformer weights, have recently been developed. These techniques, whose complexities are only quadratic in the number of adaptive degrees of freedom, use gradient-based, reduced-dimension Krylov-subspace or Kalman-filtering methods. In this work, we review these techniques for passive sonar, analyzing their complexities and evaluating them initially on simulated data. The best performing methods are then evaluated on two in-water recorded passive sonar data sets. One set, containing a strong controlled acoustic source, demonstrates the ability of the algorithms to protect against signal cancellation when pointing at the source, and their ability to reject the source when pointing away from it. The other data set, recorded during a period when the boat was accelerating, demonstrates the ability of the algorithms to operate in the presence of speed-induced noises.