An algorithm for nonsmooth optimization by successive piecewise linearization. Fiege, S., Walther, A., & Griewank, A. Math. Program., 177(1-2):343–370, 2019.
An algorithm for nonsmooth optimization by successive piecewise linearization [link]Paper  doi  bibtex   
@article{DBLP:journals/mp/FiegeWG19,
  author    = {Sabrina Fiege and
               Andrea Walther and
               Andreas Griewank},
  title     = {An algorithm for nonsmooth optimization by successive piecewise linearization},
  journal   = {Math. Program.},
  volume    = {177},
  number    = {1-2},
  pages     = {343--370},
  year      = {2019},
  url       = {https://doi.org/10.1007/s10107-018-1273-5},
  doi       = {10.1007/s10107-018-1273-5},
  timestamp = {Thu, 08 Aug 2019 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/mp/FiegeWG19.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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