For me, sometimes all it takes is just pressing the play button on the transport bar.  As soon as I start the song playing again, the audio engine comes back.  It's either that or hit the audio engine button.  That works MOST of the time.  But as was already mentioned, the reason for the audio engine to stop in the first place can be caused by many things, so one solution doesn't always work for everyone.

Exactly, Lee. This is first thing I always try. Pressing play and tries restart audio engine by pressing its icon. Unfortunately, the thing is it is often not enough to recover the engine to life. Closing and re-opening project again is annoying or in worst case scenario closing/starting Sonar but at next time I will try also what Panu suggested.