doc: nested loop code for offline engine (#5244)

docs/backend/offline_engine_api.ipynb

@@ -22,6 +22,20 @@
     "\n"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Nest Asyncio\n",
+    "Note that if you want to use **Offline Engine** in ipython or some other nested loop code, you need to add the following code:\n",
+    "```python\n",
+    "import nest_asyncio\n",
+    "\n",
+    "nest_asyncio.apply()\n",
+    "\n",
+    "```"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -63,6 +77,10 @@
     "\n",
     "if is_in_ci():\n",
     "    import patch\n",
+    "else:\n",
+    "    import nest_asyncio\n",
+    "\n",
+    "    nest_asyncio.apply()\n",
     "\n",
     "\n",
     "llm = sgl.Engine(model_path=\"meta-llama/Meta-Llama-3.1-8B-Instruct\")"