I have an unknown four-dimensional function: $$u:X \subset \mathbb{R}^4 \to Y\, \text{where}\, X := [-5,5] \times [-5,5]\times [-5,5]\times[-5,5],\,Y= [-0.2,0.2],$$ and I have access to its values on $X$. Is there any methods/algorithms using which I can get an approximation of its Lipschitz constant?
Thanks for any help.