we discuss the sequential quadratic programming (SQP) method for the numerical solution of an optimal control problem governed by a quasilinear parabolic partial differential equation. Following well-known techniques, convergence of the method in appropriate function spaces is proven under some common technical restrictions. Particular attention is payed to how the second order sufficient conditions for the optimal control problem and the resulting L 2-local quadratic growth condition influence the notion of "locality" in the SQP method. Further, a new regularity result for the adjoint state, which is required during the convergence analysis, is proven. Numerical examples illustrate the theoretical results. Keywords Optimal control • Quasilinear parabolic partial differential equation • Sequential quadratic programming • Convergence analysis Mathematics Subject Classification 35K59 • 49K20 • 90C48 • 49N60 • 65K10 • 90C55 • 49M15 • 49M37 1 Overview Optimal control problems governed by linear and semilinear parabolic partial differential equations (PDEs) have been subject to intense research for several years.