Copy number alteration is a main genetic structural variation that plays an important role in tumor initialization and progression. Accurate detection of copy number alterations is necessary for discovering cancer-causing genes. Whole-exome sequencing has become a widely used technology in the last decade for detecting various types of genomic aberrations in cancer genomes. However, there are several major issues encountered in these detection problems, including normal cell contamination, tumor aneuploidy, and intra-tumor heterogeneity. Especially, deciphering the intra-tumor heterogeneity is imperative for identifying clonal and subclonal copy number alterations.