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