At present, an anomaly detection is one of the important problems in many fields. The rapid growth of data volumes requires the availability of a tool for data processing and analysis of a wide variety of data types. The methods for anomaly detection are designed to detect object’s deviations from normal behavior. However, it is difficult to select one tool for all types of anomalies due to the increasing computational complexity and the nature of the data. In this paper, an improved optimization approach for a previously known number of clusters, where a weight is assigned to each data point, is proposed. The aim of this article is to show that weighting of each data point improves the clustering solution. The experimental results on three datasets show that the proposed algorithm detects anomalies more accurately. It was compared to the k-means algorithm. The quality of the clustering result was estimated using clustering evaluation metrics. This research shows that the proposed method works better than k-means on the Australia (credit card applications) dataset according to the Purity, Mirkin and F-measure metrics, and on the heart diseases dataset according to F-measure and variation of information metric.