Enhancing Decision Intelligence Using Hybrid Machine Learning Framework with Linear Programming for Enterprise Project Selection and Portfolio Optimization

Abdullah, Nida Hafeez, Carlos Guzmán Sánchez-Mejorada, Miguel Jesús Torres Ruiz, Rolando Quintero Téllez, Eponon Anvi Alex, Grigori Sidorov, Alexander Gelbukh

This study presents a hybrid analytical framework that enhances project selection by achieving reasonable predictive accuracy through the integration of expert judgment and modern artificial intelligence (AI) techniques. Using an enterprise-level dataset of 10,000 completed software projects with verified real-world statistical characteristics, we develop a three-step architecture for intelligent decision support. First, we introduce an extended Analytic Hierarchy Process (AHP) that incorporates organizational learning patterns to compute expert-validated criteria weights with a consistent level of reliability (CR=0.04), and Linear Programming is used for portfolio optimization. Second, we propose a machine learning architecture that integrates expert knowledge derived from AHP into models such as Transformers, TabNet, and Neural Oblivious Decision Ensembles through mechanisms including attention modulation, split criterion weighting, and differentiable tree regularization. Third, the hybrid AHP-Stacking classifier generates a meta-ensemble that adaptively balances expert-derived information with data-driven patterns. The analysis shows that the model achieves 97.5% accuracy, a 96.9% F1-score, and a 0.989 AUC-ROC, representing a 25% improvement compared to baseline methods. The framework also indicates a projected 68.2% improvement in portfolio value (estimated incremental value of USD 83.5 M) based on post factum financial results from the enterprise’s ventures.This study is evaluated retrospectively using data from a single enterprise, and while the results demonstrate strong robustness, generalizability to other organizational contexts requires further validation. This research contributes a structured approach to hybrid intelligent systems and demonstrates that combining expert knowledge with machine learning can provide reliable, transparent, and high-performing decision-support capabilities for project portfolio management.