MrHen comments on Tips and Tricks for Answering Hard Questions - Less Wrong
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Keep wrong answers. Failure is knowledge. Repeating the same failures is learning the same thing over and over. Also, reworking old attempts may reveal the missing piece to your current attempt.
Start over. Save your work and start again. This is similar to using another approach but even redoing the current approach from the very beginning can reveal alternate paths, bad assumptions, or whatever else slipped past during that allnighter you pulled after ignoring the Sleep On It hint.