find best k-means from a list of candidates - algorithm

Question

I have an array of size n of points called A, and a candidate array of size O(k)>k called S. I want to find k points in S such that the sum of squared distances from the points of A to their closest point from the k points would be minimized. One way to do it would be to check the cost of any possible k points in S and take the minimum, but that would take O(k^k*n) time, is there any more efficient way to do it?
I need either an optimal solution or a constant approximation.
The reason I need this is that I'm trying to find a constant approximation for the k-means as fast as possible and later use this for a coreset construction (coreset=data minimization while still keeping the cost of any query approximately the same). I was able to show that if we assume that in the optimal clustering each cluster has omega(n/k) points we can create pretty fast a list of size O(k) canidates that contains inside of them a 3-approximation for the k-means, so I was wondering if we can find those k points or a constant approximation for their costs in time which is faster than exhaustive search.
Example for k=2
In this example S is the green dots and A is the red dots. The algorithm should return the 2 circled points from S since they minimize the sum of squared distances from the points of A to their closest point of the 2.

Answer 1

I have an array of size n of points called A, and a candidate array of size O(k)>k called S. I want to find k points in S such that the sum of squared distances from the points of A to their closest point from the k points would be minimized.
It sounds like this could be solved simply by checking the N points against the K points to find the k points in N with the smallest squared distance.
Therefore, I'm now fairly sure this is actually finding the k-nearest neighbors (K-NN as a computational geometry problem, not the pattern recognition definition) in the N points for each point in the K points and not actually k-means.
For higher dimensionality, it is often useful to also consider the dimensionality, D in the algorithm.
The algorithm mentioned is indeed O(NDk^2) then when considering K-NN instead. That can be improved to O(NDk) by using Quickselect algorithm on the distances. This allows for checking the list of N points against each of the K points in O(N) to find the nearest k points.
https://en.wikipedia.org/wiki/Quickselect
Edit:
Seems there is some confusion on quickselect and if it can be used. Here is a O(DkNlogN) solution that uses a standard sort O(NlogN) instead of quickselect O(N). Though this might be faster in practice and as you can see in most languages it's pretty easy to implement.
results = {}
for y in F:
def distanceSquared(x):
distance(x,y) # Custom distance for each y
# First k sorted by distanceSquared
results[y] = S.sort(key=distanceSquared)[:k]
return results
Update for new visual
# Build up distance sums O(A*N*D)
results = {}
for y in F:
def distanceSquared(x):
distance(x,y) # Custom distance for each y
# Sum of distance squared from y for all points in S
results[y] = sum(map(distanceSquared, S))
def results_key_value(key):
results[key]
# First k results sorted by key O(D*AlogA)
results.keys().sort(key=results_key_value)[:k]
You could approximate by only considering Z random points chosen from the S points. Alternatively, you could merge points in S if they are close enough together. This could reduce S to a much smaller size as long S remains about F^2 or larger in size, it shouldn't affect which points in F are chosen too much. Though you would also need to adjust the weight of the points to handle that better. IE: the square distance of a point that represents 10 points is multiplied by 10 to account for it acting as 10 points instead of just 1.