I might be missing the point on this (as I sometimes do), but isn't the
shortest distance from point A to point B a straight line?  So we could first
calculate the equation of the straight line from A to B.  To choose the next
point in the path, we would first calculate the perpendicular distance to this
straight line of each point under consideration.  We would then choose the
point that had the shortest perpendicular distance.
Mark