HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step
  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. 
Yuting Ye, Lihua Lei, Cheng Ju
math.OC