What are the good text books to learn SQP? Are there any online courses that you can suggest?
I would suggest reading Numerical Optimization by Nocedal and Wright. It has a pretty neat chapter devoted to SQP methods.
I agree with @fpacaud 's recommendation of the Nocedal and Wright book.
Another source which is complementary to the Nocedal and Wright book, and is more in-depth in certain areas, is the 125 page long Chapter 15, "Sequential Quadratic Programming Methods" in "Trust Region Methods" by Andrew R. Conn, Nicholas I. M. Gould, and Philippe L. Toint. In particular, that chapter can be bought as an electronic purchase of that individual chapter for $14.95 https://epubs.siam.org/doi/pdf/10.1137/1.9780898719857.ch15 .
In the book Nonlinear Optimization (2010) by Bomze, Demyanov, Fletcher and Telarky, there is the chapter The Sequential Quadratic Programming Method written by Fletcher.