Recent advances in data clustering concern clustering ensembles and projective clustering methods, each addressing different issues in clustering problems. In this paper, we consider for the first time the projective clustering ensemble (PCE) problem, whose main goal is to derive a proper projective consensus partition from an ensemble of projective clustering solutions. We formalize PCE as an optimization problem which does not rely on any particular clustering ensemble algorithm, and which has the ability to handle hard as well as soft data clustering, and different feature weightings. We provide two formulations for PCE, namely a two-objective and a single-objective problem, in which the object-based and feature-based representations of the ensemble solutions are taken into account differently. Experiments have demonstrated that the proposed methods for PCE show clear improvements in terms of accuracy of the output consensus partition.