Given a point set of size n, we want to find the subset of size m of minimal star discrepancy (a specific measure of discrepancy). Initial results obtained recently by C. Doerr and L. Paquete (Coimbra University) were promising and during this thesis we will aim to provide a more formal approach to the problem, as well as provide new algorithms and theoretical bounds, both for the exact problem as for approximations. Our approach will be both theoretical, via complexity analysis and algorithm development, and practical, with extensive testing of our algorithms and searching for the different applications of our new approach to discrepancy. We will be working with different branches of mathematics and computer science (Operations, Research, Algorithmic Theory, Discrepancy Theory) and it is highly likely that that the resolution of our problem will bring us to develop new tools or proofs in these different fields.