C-FISTA-Inspired Single-Projection Algorithm for Stochastic Variational Inequalities with Applications in Network Bandwidth Allocation Problem
Journal of Decision Making and Healthcare, Volume 3, Issue 2, August 2026, Pages: 78–107
JEREMIAH NKWEGU EZEORA
Department of Mathematics and Statistics, University of Port Harcourt, Rivers State, Nigeria
FRANCIS ONYINYECHI NWAWURU
Analysis, Control System and Optimization Research Group, Department of Mathematics, Chukwuemeka Odumegwu Ojukwu University, Uli 432107, Anambra State, Nigeria
JEN-CHIH YAO
Center for General Education, China Medical University, Taichung 40402, Taiwan
Abstract
This paper investigates stochastic variational inequality problems arising in large-scale optimization, machine learning, and network systems, where exact operator evaluations are unavailable. Motivated by the need for computationally efficient and scalable algorithms, we propose a novel C-FISTA-inspired single-projection method that integrates inertial acceleration, adaptive stepsize selection, and variance-controlled stochastic approximation. Unlike classical extragradient-type methods that require multiple projections or prior knowledge of Lipschitz constants, the proposed scheme performs only one projection per iteration while maintaining strong convergence guarantees. The algorithm incorporates a momentum-driven correction mechanism and a data-dependent stepsize rule, ensuring robustness under stochastic noise. Under standard assumptions, we establish almost sure convergence of the generated sequences to a solution of the stochastic variational inequality. Furthermore, under strong pseudomonotonicity, we derive linear convergence rates in both almost sure and mean-square senses. Numerical experiments on stochastic complementarity problems, fractional programming models, and network bandwidth allocation demonstrate the superior performance of the proposed method in terms of accuracy, stability, and computational efficiency compared with existing algorithms.
Cite this Article as
Jeremiah Nkwegu Ezeora, Francis Onyinyechi Nwawuru, and Jen-Chih Yao, C-FISTA-Inspired Single-Projection Algorithm for Stochastic Variational Inequalities with Applications in Network Bandwidth Allocation Problem, Journal of Decision Making and Healthcare, 3(2), 78–107, 2026