Find a single point \(q\) in 3d space that is closest to a number of given lines. Each line \(L_j\) is defined by two points \(p_{j,a}\) and \(p_{j,b}\).

This looks like a problem for which specialized algorithms have been developed. Let's just ignore that and see if we can use standard mathematical programming models to tackle this. My geometry is a bit rusty, but the necessary formulas can be found in [2]. To recap, the squared distance \(d^2\) between a point \(q\) and a single line through \(p_a\) and \(p_b\) is given by:\[d^2=\frac{|p_a-q|^2 |p_b-p_a|^2 - \left[(p_a-q)\cdot (p_b-p_a) \right]^2}{|p_b-p_a|^2}\] where \(\cdot\) indicates the dot product.

Actually just finding the shortest distance between a given line and a given point can be interpreted as an optimization problem:

Shortest distance between a line and a point |

We have multiple lines and the position of the point is not given. An optimization model to find the best place for our point \(q\) can be formulated as:

\[\min_q\>\sum_j \frac{|p_{j,a}-q|^2 |p_{j,b}-p_{j,a}|^2 - \left[(p_{j,a}-q)\cdot (p_{j,b}-p_{j,a}) \right]^2}{|p_{j,b}-p_{j,a}|^2}\] After simplifying some constants we have: \[\min_q\>\sum_j \frac{|\alpha_j-q|^2 |\beta_j|^2 - \left[(\alpha_j-q)\cdot \beta_j \right]^2}{|\beta_j|^2}\] This thing is convex, so it is somewhat easy to solve as a QP (Quadratic Programming) problem.

2D example: Minimize sum of squared distances |

How do results compare? For a 3D problem with 10 random lines I see:

---- 54 PARAMETER results x y z obj squared dist 0.015 -0.069 -0.282 4.087 dist 0.050 -0.142 -0.413 5.634

Here the \(x,y,z\) values are the coordinates of \(q\). The column marked

**obj**indicates the objective function value. In our 2D example we can see the differences more clearly:

Minimization of sum of distances |

#### Minimax Model

A different objective can be formed by minimizing the maximum distance:\[\begin{align} \min\> & z\\ &z \ge d_i\end{align}\] We get the

A 3d visualization would be interesting.

**same solution**if we minimize the maximum of the squared distance: \[\begin{align} \min\> & z\\ &z \ge d^2_i\end{align}\] This means we have a convex quadratic model. This model puts all the emphasis on the largest distance and thus will shift our location to the right:Minimize maximum of distances |

#### SOCP Model

In the comments it is suggested to use a Second Order Cone Programming (SOCP) model. This would allow us to solve the

**minimum sum of distance**problem using solvers like Cplex, Gurobi, Mosek and Xpress. There is no need to resort to a general purpose NLP solver. In [3] I have some results.

#### References

- Non-linear Optimization about Point to Lines, https://stackoverflow.com/questions/49594754/non-linear-optimization-about-point-to-lines
- Eric Weisstein, Point-Line Distance -- 3 Dimensional, http://mathworld.wolfram.com/Point-LineDistance3-Dimensional.html
- SOCP reformulations of a min distance problem, http://yetanothermathprogrammingconsultant.blogspot.com/2018/04/socp-reformulations-of-min-distance.html