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This method to have a newline after the exercise heading usually works:

\newtheoremstyle{break}{}{}{}{}{\bfseries}{}{\newline}{}
\theoremstyle{break}
\newtheorem{exercise}[theorem]{Exercise}

\setlist[enumerate,1]{label=\arabic*),align=left,leftmargin=*}

\begin{exercise}
Hello
\end{exercise}

and gives:

Exercise 1
Hello

But when the exercise begins with an enumeration, it fails:

\begin{exercise}
\begin{enumerate}
\item Hello
\end{enumerate}
\end{exercise}

with:

Exercise 1 1) Hello

Question: how to have the newline after the exercise heading, even if starts with an enumerate?

Note:

  • Thank you @moewe. I edited the question to show why the first answers from the first link didn't work, probably specific to \newtheoremstyle{break}{}{}{}{}{\bfseries}{}{\newline}{} mode. – Basj May 30 '18 at 10:35
  • Try \leavevmode\vspace{-\baselineskip} – moewe May 30 '18 at 10:36
  • Do you think @moewe we could define this once for all in this definition \newtheoremstyle{break}{}{}{}{}{\bfseries}{}{\newline \leavevmode\vspace{-\baselineskip}}{} and avoid to have to think about it when we start an exercise with or without enumeration? (If so, you could post it as an answer). – Basj May 30 '18 at 10:49
  • I'm no sure about the possible downsides in certain edge cases, so I'd rather not recommend it. Plus it seems excessive in the 'usual case'. – moewe May 30 '18 at 12:02
2

As pointed here, this is the solution in this precise case:

\begin{exercise}
\begin{enumerate}
\item[]
\item First item

All the other answers don't really work in this specific case because they create new paragraphs, letting empty lines between the Exercise heading and the enumeration.

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