Ignore them, walk away from them, tell the bully to stop and walk away. Remember you cannot control anyone else. You have to avoid as much as you can. If you show that you are not afraid, and tell him to stop, then leave the situation.
Don't ever engage, if the bully is calling you names, do not start calling names back. Just leave.
If this does not work, then ask for help and make it clear that the bullying has continued after you have told the bully to stop. Sometimes this will require telling an person of authority.