Centroid in $\ell_2$ distance
This is the geometric median problem. There is a nearly linear time algorithm based on interior point methods due to Cohen et al.: to find a $(1+\varepsilon)$-approximation their algorithm runs in time $O(nd\log^3(n/\varepsilon))$. Note that some approximation is necessary, because the optimal solution may not be rational and doesn't have to be a simple function of the input. See the paper for references to prior work.