Docs for parallel repos:
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 in Python NumPy, with restarts, verbose, correct convergence test.
Comments are welcome, testcases most welcome.