We study the uniqueness of optimal solutions to extremal graph theory problems. Lovasz conjectured that every finite feasible set of subgraph density constraints can be extended further by a finite set of density constraints so that the resulting set is satisfied by an asymptotically unique graph. This statement is often referred to as saying that `every extremal graph theory problem has a finitely forcible optimum'. We present a counterexample to the conjecture. Our techniques also extend to a more general setting involving other types of constraints.