An Exact Algorithm of Searching for the Largest Cluster in an Integer-Valued Problem of 2-Partitioning a Sequence

We analyze mathematical aspects of one of the fundamental data analysis problems consisting in the search (selection) for the subset with the largest number of similar elements among a collection of objects. In particular, the problem appears in connection with the analysis of data in the form of time series (discrete signals). One of the problems in modeling this challenge is considered, namely, the problem of finding the cluster of the largest size (cardinality) in a 2-partition of a finite sequence of points in Euclidean space into two clusters (subsequences) under two constraints. The first constraint is on the choice of the indices of elements included in the clusters. This constraint simulates the set of time-admissible configurations of similar elements in the observed discrete signal. The second constraint is imposed on the value of the quadratic clustering function. This constraint simulates the level of intracluster proximity of objects. The clustering function under the second constraint is the sum (over both clusters) of the intracluster sums of squared distances between the cluster elements and its center. The center of one of the clusters is unknown and defined as the centroid (the arithmetic mean over all elements of this cluster). The center of the other cluster is the origin. Under the first constraint, the difference between any two subsequent indices of elements contained in a cluster with an unknown center is bounded above and below by some constants. It is established in the paper that the optimization problem under consideration, which models one of the simplest significant problems of data analysis, is strongly NP-hard. We propose an exact algorithm for the case of a problem with integer coordinates of its input points. If the dimension of the space is bounded by a constant, then the algorithm is pseudopolynomial.