how to make a new line in a jupyter markdown cell

Just use backslash \ at the end of the line atop.

The problem with double space is that it adds a white-space, so you have two different paragraphs.

I like sometimes having a new line in the same paragraph, for readability, but without a white-space between lines.

Backslash allows it, even if I'd prefer to have it the default option for "enter" in jupyter. If anyone has an idea of how to do this (by editing the right file in site-packages/notebook/static/notebook/js/ maybe?) I'm interested.

Just add <br> where you would like to make the new line.

$S$: a set of shops
<br>
$I$: a set of items M wants to get

Because jupyter notebook markdown cell is a superset of HTML.
http://jupyter-notebook.readthedocs.io/en/latest/examples/Notebook/Working%20With%20Markdown%20Cells.html

Note that newlines using <br> does not persist when exporting or saving the notebook to a pdf (using "Download as > PDF via LaTeX"). It is probably treating each <br> as a space.

The double space generally works well. However, sometimes the lacking newline in the PDF still occurs to me when using four pound sign sub titles #### in Jupyter Notebook, as the next paragraph is put into the subtitle as a single paragraph. No amount of double spaces and returns fixed this, until I created a notebook copy 'v. PDF' and started using a single backslash '\' which also indents the next paragraph nicely:

#### 1.1 My Subtitle  \

1.1 My Subtitle
    Next paragraph text.

An alternative to this, is to upgrade the level of your four # titles to three # titles, etc. up the title chain, which will remove the next paragraph indent and format the indent of the title itself (#### My Subtitle ---> ### My Subtitle).

### My Subtitle


1.1 My Subtitle

Next paragraph text.

"We usually put ' (space)' after the first sentence before a new line, but it doesn't work in Jupyter."

That inspired me to try using two spaces instead of just one - and it worked!!

(Of course, that functionality could possibly have been introduced between when the question was asked in January 2017, and when my answer was posted in March 2018.)