We introduce a new approach which we call sequential linear interpolation (SLI) for interpolating multidimensional nonlinear functions. SLI grid points can be nonuniformly allocated to minimize the interpolation error. Thus, we use the grid points more efficiently, there- by reducing the number of required measurements. An iterative procedure is also proposed to solve the color printer calibration problem where the function to be interpolated must be measured from its inverse point by point.