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+\documentclass{article}
+
+\usepackage{program}
+
+\catcode`\!=\active     % Make ! active
+\let!=|                 % Set it to be the same as |
+\let|=\origbar          % Restore | to the old value
+\catcode`\!=12          % These two lines make ! active
+\mathcode`\!="8000      % only in maths mode.
+
+\makeatletter
+\def\@svariable{%
+  \catcode`\!\active
+  \lccode`\~`\!%
+  \lowercase{\def~{\endgroup% if we were not in mmode, do italic corr:
+                   \ifwasinmmode\let\next=\/% was \relax
+                     \else\let\next=\variablefontend\fi
+                   \next
+                   \egroup}%
+             \let\@dovar~}%
+  \leavevmode\null}
+\makeatother
+
+\begin{document}
+
+This document illustrates how to use the exclamation mark (!), or any other character, instead of vertical bar
+as the variable name delimiter. This may useful of you are typesetting programs which use a lot of vertical bars.
+
+\[ \left|\frac{\partial \varphi (X)}{\partial g}\right| 
+   = \max_{i\in R(X)} \nabla f_i(X) g^T
+\]
+
+Testing!
+
+\[ !foo_bar! = x + y \]
+
+\[ !foo!_{!bar!} = x + y \]
+
+Note that the $!bar!$ subscript is not at a smaller size. If you want a small
+subscript, write:
+
+\[ !foo!_{\scriptvar!bar!} = x + y \]
+
+\begin{program}
+!choose ! choose X_0 ;
+X := X_0 ;
+\DO \textnormal{determine } |R(X)|
+    \textnormal{determine } |G(X)|
+    \textnormal{determine } |!foo_bar!(X)|
+    \textnormal{determine } |Z*|
+    \IF |Z*|=0 \THEN \EXIT \FI
+    \textnormal{determine direction of steepest descent } g=-|Z*|/{\parallel |Z*|\parallel}
+    \textnormal{determine }\alpha>0,\textnormal{ for which }\varphi(X+\alpha g)\textnormal{ is minimum}
+    X := X + \alpha g 
+\OD
+\end{program}
+
+\end{document}