A new two-level receding horizon multiple robot formation control strategy is proposed in this paper. Where the local GPMN tracking controllers acting on each individual robot system are at the lower level, and at the higher level, the receding horizon optimization is conducted by considering both the full dynamics of each robot system and their local controller. This new algorithm presents some attracting advantages, including the suboptimal formation behavior based on the receding horizon optimization algorithm, the convergence ensured by the GPMN structure, the good real time performance, and the reduced communicational burden. And finally, in order to show the feasibility and validity of the new proposed algorithm, simulations with respect to the formation problem of 4 planar model helicopters are conducted and the results are analyzed.