Thanks to all for your advice.
In response to RhoXS's question, the optical audio out from the BD player is connected to the Denon AVR.
Per Sharp 1080's suggestion, I switched off the HDMI audio out in the BD player's set-up menu. I also switched all outputs to bitstream.
Now the sub woofer is working, but still no audio from the surround channels.
Per catapult's suggestion, I have experimented with the TV's audio settings, to no avail.
Any other suggestions?