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The phrase "a more challenging problem" is correct and usable in written English.
You can use it when discussing a problem that is more difficult than another or when comparing the difficulty levels of different problems.
Example: "After analyzing the initial issue, we realized that we were facing a more challenging problem than we had anticipated."
Alternatives: "a tougher issue" or "a greater challenge".
Exact(31)
But changing the style of teaching presents a more challenging problem.
Lurking behind the spectre of population growth lies a more challenging problem: economic growth.
A lattice problem is used to test the method on a more challenging problem.
Logistic regression is shown to present a more challenging problem than log-linear regression.
The design and analysis of positioning algorithms for mobile node systems is a more challenging problem.
Here we consider a more challenging problem, namely to calculate the probability by which a certain property is satisfied.
Similar(29)
While hiring individuals is reasonably straightforward, building teams to accomplish specialized projects is a far more challenging problem, and few industries have as challenging a need as the pharmaceutical and medical devices industry.
However, the task of identifying poly(A) motifs in the primary genomic DNA sequence that correspond to poly(A) signals in mRNA is a far more challenging problem.
Missing data in multidimensional input space constitutes a significantly more challenging problem.
The Boston group is also working on algorithms that help people recognize faces, which is a far more challenging problem.
This is a much more challenging problem than the corresponding one for relational or flat-file data.
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Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com