In this paper, we propose a multi-cycled sequential memetic computing structure for constrained optimisation. The structure is composed of multiple evolutionary cycles. At each cycle, an evolutionary algorithm is considered as an operator, and connects with a local optimiser. This structure enables the learning of useful knowledge from previous cycles and the transfer of the knowledge to facilitate search in latter cycles. Specifically, we propose to apply an estimation of distribution algorithm (EDA) to explore the search space until convergence at each cycle. A local optimiser, called DONLP2, is then applied to improve the best solution found by the EDA. New cycle starts after the local improvement if the computation budget has not been exceeded. In the developed EDA, an adaptive fully-factorized multivariate probability model is proposed. A learning mechanism, implemented as the guided mutation operator, is adopted to learn useful knowledge from previous cycles. The developed algorithm was experimentally studied on the benchmark problems in the CEC 2006 and 2010 competition. Experimental studies have shown that the developed probability model exhibits excellent exploration capability and the learning mechanism can significantly improve the search efficiency under certain conditions.