  In this article, we develop and analyze a homotopy continuation method,
referred to as HONES , for solving the sequential generalized projections in
Online Newton Step, as well as the generalized problem known as sequential
standard quadratic programming. HONES is fast, tuning-free, error-free (up to
machine error) and adaptive to the solution sparsity. This is confirmed by both
careful theoretical analysis and extensive experiments on both synthetic and
real data.
