Based on high nonlinearity

low computational accuracy

or hard convergence of Lagrangian calculation in the classic maximum entropy quantile function

a new method called dualsequential updating method was proposed. Dual expression of optimization function was established on the basis of Lagrangian dual approach. Further sequential updating method was proposed based on the constraint by the probability weighted moments. After analyzing several common distributions and a complex distribution by dual maximum entropy quantile function and classic maximum entropy quantile function

result showed that

dual maximum entropy quantile function had advantage of low nonlinearity and simple form

and dualsequential updating method had good computational accuracy and optimization convergence.