Entanglement purification is an indispensable ingredient in extended quantum communication networks and usually determines the efficiency and communication rate of quantum communication protocols. Different from all existing entanglement purification protocols (EPPs) where two or more copies of low quality mixed entangled states are selected from the same ensemble, here we describe a general and optimal EPP for arbitrary initial mixed states from different ensembles. We show that the successful operation of EPP may not obtain a higher fidelity mixed state, while the discarded source pair, which is usually regarded as a failure in existing EPPs, may have residual entanglement and can be reused to increase the yield of entanglement purification. We give the criterions of both the successful purification to obtain a higher fidelity mixed state and the existence of residual entanglement. Moreover, we reveal that entanglement purification procedure causes some entanglement loss. Finally, we provide an optimal approach to reduce the entanglement loss. This approach can also be used to increase the yield of entanglement purification. Our EPP may have potential application in long-distance quantum communications.