  Black hole X-ray binaries show signs of non-thermal emission in the
optical/near-infrared range. We analyze the optical/near-infrared SMARTS data
on GX339$-$4 over the 2002--2011 period. Using the soft state data, we estimate
the interstellar extinction towards the source and characteristic color
temperatures of the accretion disk. We show that various spectral states of
regular outbursts occupy similar regions on the color-magnitude diagrams, and
that transitions between the states proceed along the same tracks despite
substantial differences in the observed light curves morphology. We determine
the typical duration of the hard-to-soft and soft-to-hard state transitions and
the hard state at the decaying stage of the outburst to be one, two and four
weeks, respectively. We find that the failed outbursts cannot be easily
distinguished from the regular ones at their early stages, but if the source
reaches 16 mag in $V$-band, it will transit to the soft state. By subtracting
the contribution of the accretion disk, we obtain the spectra of the
non-thermal component, which have constant, nearly flat shape during the
transitions between the hard and soft states. In contrast to the slowly
evolving non-thermal component seen at optical and near-infrared wavelengths,
the mid-infrared spectrum is strongly variable on short timescales and
sometimes shows a prominent excess with a cutoff below $10^{14}$ Hz. We show
that the radio to optical spectrum can be modeled using three components
corresponding to the jet, hot flow and irradiated accretion disk.
