Links to html doc of a couple of Python-NumPy programs in github.com/denis-bz :
Intergrid: interpolate in an N-d box grid, uniform or non-uniform. This is just a wrapper for scipy.ndimage.map_coordinates and numpy.interp. It's fast: ~ 1M interpolations / sec in 4d.
Barypol: interpolate in an N-d box grid, using d + 1 corners of a simplex (triangle, tetrahedron ...) around each query point. From Munos and Moore, "Variable Resolution Discretization in Optimal Control", 1999, 24p; see the pictures and example on pp. 4-5.
Nelder-Mead: function minimization, with restarts, verbose, correct convergence test.
Comments are welcome, testcases most welcome.