Solver-o-matic
Decision Tree for Nonsmooth Optimization Software
Your first choice should
be Quasi-Secant Method (QSM) with
discrete gradients for nonsmooth possibly nonconvex
minimization by A. Bagirov and A. Ganjehlou. In QSM you can
employ either analytically calculated or approximated
subgradients in your experiments (this can be done
automatically by selecting one parameter). The Fortran 77
source code of QSM is available for downloading.
Not satisfied?