This paper is about the Compromise Ranking Problem (CRP), a well-known problem in the social choice theory. According to the famous Arrow's theorem there is no voting method which is entirely satisfying and fairness if one accepts Arrow's axioms. In this paper we formalize the problem as a minimisation problem in a discrete finite search space. We attempt to solve it based on the Least Squares (LS) approach thanks to some appealing metrics to get the optimal CRP solution. Surprisingly, we show that the optimal consensus (compromise) ranking solution disagrees with the commonsense solutions in four simple interesting examples. The search for an optimal solution in agreement with the commonsense appears to be an open very challenging question and our paper warns the users about the impossibility of the main current methods to provide acceptable solutions even for the rather simple examples considered in this work.