Dagon comments on Open Thread: October 2009 - Less Wrong
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I'm surprised that noone gave the obvious answer yet, which is:
If overcoming the problem really is hopeless, then give up and focus on more productive things, otherwise keep trying.
If it isn't obvious whether it's hopeless or not, then do a more detailed cost/benefit analysis.
Still, I don't remember seeing any LW post that even mentioned that sometimes giving up is an acceptable option. Or maybe I just forgot, or didn't notice.
It's been hinted at a few times, usually in terms of "how to pick goals" rather than "when to give up on goals". AFAIK, never a top-level post of "maybe you should give up and do something easier and/or more productive toward other goals". I think it'd be valuable.