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\hypersetup{
            pdftitle={Sample use of automatic numbering},
            pdfauthor={Ch. Demko chdemko@gmail.com},
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\title{Sample use of automatic numbering}
\author{Ch. Demko \href{mailto:chdemko@gmail.com}{\nolinkurl{chdemko@gmail.com}}}
\date{09/01/2018}

\begin{document}
\maketitle

\section*{List of examples}
\addcontentsline{toc}{section}{List of examples}

\hypersetup{linkcolor=black}\makeatletter\newcommand*\l@example{\@dottedtocline{1}{1.5em}{2.3em}}\@starttoc{example}\makeatother

\section*{List of exercises}
\addcontentsline{toc}{section}{List of exercises}

\hypersetup{linkcolor=black}\makeatletter\newcommand*\l@exercise{\@dottedtocline{1}{2.0em}{3.0em}}\@starttoc{exercise}\makeatother

\section*{List of theorems}
\addcontentsline{toc}{section}{List of theorems}

\hypersetup{linkcolor=black}\makeatletter\newcommand*\l@theorem{\@dottedtocline{1}{1.5em}{2.3em}}\@starttoc{theorem}\makeatother

\hypertarget{this-is-the-first-section}{%
\section{This is the first section}\label{this-is-the-first-section}}

\phantomsection\addcontentsline{exercise}{exercise}{\protect\numberline {1}{\ignorespaces {}}}\protect\hypertarget{exercise:1}{}{\label{exercise:1}\textbf{Exercise
1}}

This is the first exercise. Have also a look at the
\protect\hyperlink{theorem:first}{{Theorem 1.1 (Needed for the
\protect\hyperlink{exercise:second}{second exercise})}}, the
\protect\hyperlink{exercise:second}{{exercise 2}} and the
\protect\hyperlink{exercise:last}{{exercise 3}}.

\begin{quote}
\phantomsection\addcontentsline{theorem}{theorem}{\protect\numberline {1.1}{\ignorespaces {Needed for the \protect\hyperlink{exercise:second}{second exercise}}}}\protect\hypertarget{theorem:first}{}{\label{theorem:first}\emph{Theorem
1.1: Needed for the \protect\hyperlink{exercise:second}{second
exercise}}}

This is a the first theorem. Look at the
\protect\hyperlink{exercise:second}{exercise}.
\end{quote}

\phantomsection\addcontentsline{exercise}{exercise}{\protect\numberline {2}{\ignorespaces {}}}\protect\hypertarget{exercise:second}{}{\label{exercise:second}\textbf{Exercise
2} \emph{(This is the second exercise)}}

Use \protect\hyperlink{theorem:first}{\emph{theorem 1.1} page
\pageref{theorem:first}}

\begin{description}
\tightlist
\item[\phantomsection\addcontentsline{example}{example}{\protect\numberline {1.1}{\ignorespaces {Example}}}\protect\hypertarget{example:1.1}{}{\label{example:1.1}\textbf{Example
1}}]
This is the first example of the first section
\item[\phantomsection\addcontentsline{example}{example}{\protect\numberline {1.2}{\ignorespaces {Example}}}\protect\hypertarget{example:1.2}{}{\label{example:1.2}\textbf{Example
2}}]
This is the second example of the first section
\end{description}

\hypertarget{this-is-the-second-section}{%
\section{This is the second section}\label{this-is-the-second-section}}

\begin{description}
\tightlist
\item[\phantomsection\addcontentsline{example}{example}{\protect\numberline {2.1}{\ignorespaces {Example}}}\protect\hypertarget{example:2.1}{}{\label{example:2.1}\textbf{Example
1}}]
This is the first example of the second section
\end{description}

\begin{quote}
\phantomsection\addcontentsline{theorem}{theorem}{\protect\numberline {2.1}{\ignorespaces {Theorem}}}\protect\hypertarget{theorem:2.1}{}{\label{theorem:2.1}\emph{Theorem
2.1}}

Another theorem. Can be useful in \protect\hyperlink{exercise:1}{}
\end{quote}

\begin{quote}
\phantomsection\addcontentsline{theorem}{theorem}{\protect\numberline {2.2}{\ignorespaces {Theorem}}}\protect\hypertarget{theorem:2.2}{}{\label{theorem:2.2}\emph{Theorem
2.2}}

A last theorem.
\end{quote}

\begin{description}
\tightlist
\item[\phantomsection\addcontentsline{example}{example}{\protect\numberline {2.2}{\ignorespaces {Example}}}\protect\hypertarget{example:2.2}{}{\label{example:2.2}\textbf{Example
2}}]
This is the second example of the second section
\end{description}

\phantomsection\addcontentsline{exercise}{exercise}{\protect\numberline {3}{\ignorespaces {}}}\protect\hypertarget{exercise:last}{}{\label{exercise:last}\textbf{Exercise
3}}

This is the third exercise.

Unnumbered \#

\end{document}