Numerical optimization is used to construct new orthonormal compactly
supported wavelets with Sobolev regularity exponent as high as possible among
those mother wavelets with a fixed support length and a fixed number of
vanishing moments. The increased regularity is obtained by optimizing the
locations of the roots the scaling filter has on the interval (pi/2,\pi). The
results improve those obtained by I. Daubechies [Comm. Pure Appl. Math. 41
(1988), 909-996], H. Volkmer [SIAM J. Math. Anal. 26 (1995), 1075-1087], and P.
G. Lemarie-Rieusset and E. Zahrouni [Appl. Comput. Harmon. Anal. 5 (1998),
92-105].