  In this paper we study the problem of locating a given number of hyperplanes
minimizing an objective function of the closest distances from a set of points.
We propose a general framework for the problem in which norm-based distances
between points and hyperplanes are aggregated by means of ordered median
functions. A compact Mixed Integer Linear (or Non Linear) programming
formulation is presented for the problem and also an extended set partitioning
formulation with an exponential number of variables is derived. We develop a
column generation procedure embedded within a branch-and-price algorithm for
solving the problem by adequately performing its preprocessing, pricing and
branching. We also analyze geometrically the optimal solutions of the problem,
deriving properties which are exploited to generate initial solutions for the
proposed algorithms. Finally, the results of an extensive computational
experience are reported. The issue of scalability is also addressed showing
theoretical upper bounds on the errors assumed by replacing the original
datasets by aggregated versions.
