 Closest points on two line segments

For line segments $P+sd$ and $Q+te$, $0\le s,t\le 1$, the squared Euclidean distance is a convex quadratic function on a square. Its minimum is either an admissible stationary point or a minimum on one of the four edges. Each edge minimum is a point-to-segment orthogonal projection, restricted to the interval. Testing these five candidates gives a complete algorithm; when the directions are parallel, the edge candidates suffice. Independently restricting both coordinates of the unconstrained stationary point is generally incorrect because the variables are coupled by $d\cdot e$.