In the Multi-Agent Meeting problem (MAM), the task is to find a meeting location for multiple agents, as well as a path for each agent to that location. In this paper, we introduce MM*, a Multi-Directional Heuristic Search algorithm that finds the optimal meeting location under different cost functions. MM* generalizes the Meet in the Middle (MM) bidirectional search algorithm to the case of finding an optimal meeting location for multiple agents. Several admissible heuristics are proposed, and experiments demonstrate the benefits of MM*.