I want to find the nearest edge in a graph. Consider the following example:
Without proof:
You start with a constrained Delaunay Triangulation, that is a triangulation that takes the existing edges into account. E.g. CGAL or Triangle can do this. For each query point you determine which triangle it belongs to. Then you you only have to check the edges touching a corner of that triangle.
I think this should work in most cases, but there are certainly corner cases where it fails, e.g. when there are many vertices without any edge at all, so at least you have to remove those empty vertices.