Given $n$ points in $\mathbb{R}^2$, how can I find a set of lines (length, starting point and direction) $L$ such that all points are connected by these lines and the sum of lengths of the lines is minimal?
I tried using graph techniques but it forces me to define infinitely many vertices.
Is there an anlytic approach to solve this problem?
EDIT
It is similar to "The Traveling Salesman" problem only that the lines are not obligated to start and/or end in one of the $n$ points
This is the (geometric) Euclidean Steiner Tree problem. (Also described in the Compendium of NP Optimization Problems.) For arbitrary $n$, the Euclidean Steiner Tree problem is NP-hard. There is a polynomial-time approximation scheme described in Arora et al., with most of the discussion in section 3.1.