In this earlier question the OP asked how to find a shortest path in a graph that goes from u to v and also passes through some node w. The accepted answer, which is quite good, was to run Dijkstra's algorithm twice - once to get from u to w and once to get from w to v. This has time complexity equal to two calls to Dijkstra's algorithm, which is O(m + n log n).
Now consider a related question - you are given a sequence of nodes u1, u2, ..., uk and want to find the shortest path from u1 to uk such that the path passes through u1, u2, ..., uk in order. Clearly this could be done by running k-1 instances of Dijkstra's algorithm, one for each pair of adjacent vertices, then concatenating the shortest paths together. This takes time O(km + k n log n). Alternatively, you could use an all-pairs shortest paths algorithm like Johnson's algorithm to compute all shortest paths, then concatenate the appropriate shortest paths together in O(mn + n2 log n) time, which is good for k much larger than n.
My question is whether there is an algorithm for solving this problem that is faster than the above approaches when k is small. Does such an algorithm exist? Or is iterated Dijkstra's as good as it gets?