In a joint work with Andrew Bruce (MathSoft, Seattle) and Sylvain Sardy (EPFL, Lausanne), we developed numerical methods for signal denoising using wavelet basis. We reformulated the problem as an optimization problem (in fact, a convex quadratic program with special structures) and we applied a block-coordinate relaxation (Gauss-Seidel) method as well as a primal-dual interior-point method to its solution. Two applications of this signal denoising problem are shown below. The images were generated by Sylvain and are taken from the technical reports detailing our work, available soon from my homepage.