Solver-o-matic
"These days, even the most pure and abstract mathematics is in danger to be applied."
- Anonymous
Decision Tree for Nonsmooth Optimization Software
Your first choice should be Limited Memory
Bundle Method (LMBM) by N. Karmitsa. LMBM is specifically developed for
large-scale nonsmooth optimization but, naturally,
it can be used also for smaller problems. It works best
for highly nonlinear functions.
The Fortran 77 source code and the
mex-driver (for MatLab users) are available.
For other choices, see e.g.
