This article is really very nice:
What Shape is your Conjugate? A Survey of Computational Convex Analysis and its Applications (by Yves Lucet)
This article is beautiful because it brings together many, and I mean really many, algorithms and unifies them all through applied convex analysis. For example, there is something in common among:
- Computing flows through networks
- Properties of alloys
- Image processing for IRM, ultrasound, ...
- Dynamic programming