Just keep it somewhere cool. It's the humidity that's making the lipstick sweat, but if you leave it be in a cool dry place, it will reabsorb the moisture.
I'd recommend against storing lipsticks in the fridge unless you're really good about remembering to take them out at least an hour before using them. Chilling them down can make then prone to snapping at the base if you use it straight from the fridge.
Try keeping your moisturisers, scrub masks, eye creams etc in the fridge though. Very refreshing for the face and will help to extend the life of the creams a bit.