One solution might be to use a foam dome made from lightweight materials and cover it with soil or concrete made from lunar materials. I saw an interesting approach to foam dome construction several years ago where a balloon was layed on the ground and partially inflated. Liquid foam was sprayed over the balloon to form a highly insulated and quickly built structure. The technique would certainly require some modification to work in a vacuum but that can be done. One interesting aspect of a dome design on the moon is that the internal air pressure will help offset the loading from the shielding materials, especially in 1/6th gravity. This might completely eliminate the need for internal reinforcement.

Here's a link to concrete and foam homes on the market.

Yumadome

Southern Comfort shotcrete and foam domes.