liblip is obviously not maintained anymore.

Please consider adopting it if you have the time and skills to maintain
it properly.

Description: reliable interpolation of multivariate scattered data
  Lip interpolates scattered multivariate data with a Lipschitz function.
  .
  Methods of interpolation of multivariate scattered data are scarce.
  The programming library Lip implements a
  new method by G. Beliakov, which relies on building reliable lower and
  upper approximations of Lipschitz functions. If we assume that the
  function that we want to interpolate is Lipschitz-continuous, we can
  provide tight bounds on its values at any point, in the worse case
  scenario. Thus we obtain the interpolant, which approximates the unknown
  Lipschitz function f  best in the worst case scenario. This translates
  into reliable learning of f, something that other methods cannot do (the
  error of approximation of most other methods can be infinitely large,
  depending on what f generated the data).