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The phrase 'expensive to solve' is correct and usable in written English.
You could use it to describe a difficult problem or situation that requires a lot of resources or money to address. For example, "The environmental crisis is expensive to solve, but necessary for our future."
Exact(21)
This makes the problem formidably expensive to solve computationally.
"It's less expensive to solve the problem than to perpetuate it," said Johnston.
However, these reformulations are highly constrained and can be expensive to solve.
As each day passes, the problems become more expensive to solve and the number of available options decreases.
This leads to very large mixed integer nonlinear programming (MINLP) models that are very difficult and expensive to solve.
The Authentication and Key Agreement protocol in EPS has a privacy-breaching vulnerability that is considered too expensive to solve.
Similar(39)
Problems have plagued the program from the get-go, despite expensive attempts to solve them.
But such technologies are often an expensive way to solve people and process problems.
That was our (very expensive) problem to solve.
The precipitation in the reservoir is the most severe problem and most expensive one to solve.
In the first post about SaneBox, Leonov talked about how solving the email overload problem with filtering was a "very difficult and expensive problem to solve – one giant edge case," requiring a lot of infrastructure per-user.
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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