1.) Opium production/black market opium trade
Afghanistan is the single largest producer of opium in the world. Most farmers in Afghanistan make their living by growing and selling poppies. However, the opium isn't being sold to help meet the world demand for medicinal opiates. Instead it's being sold on the black market, where the Taliban gains major profits. The Taliban is subsidizing the growth of opium crops on Afghan farms. They then sell these crops to fund their various endeavors, i.e. terrorism. This is a perfect symbiotic system, though. The farmers profit by growing these crops, which helps to strengthen local economies. Meanwhile, the Taliban is becoming hugely wealthy off of this extremely lucrative market.
2.) Fighting a faceless, relentless, borderless enemy
The nature of the war is nothing like the way most wars have been fought in our history. Firstly, the terrrain is extremely difficult to navigate and most missions have to be conducted on foot. This puts our troops at a higher risk of falling under guerilla fire. The enemy combatants don't wear any sort of uniform. In fact, it is often challenging to distinguish between villagers and Taliban militants. Also, the Taliban is almost endlessly strong in their resolve. Our efforts to bomb them only make them more determined to beat us. In fact, when we increase pressure, the Taliban simply flees into Pakistan and the tribal regions. They have a safe-haven there where they may renew their troops, their artillery, and prepare to attack again.
3.) Reduced ability to win "hearts and minds"
A very central part of the current counterterrorism strategy is the idea of instilling trust, communication, and cooperation with the local population. Unfortunately, our efforts in doing so thus far have been pretty futile. We supply local villages with medical supplies, food, water, etc. and try to convince the people that we're able to protect them from Taliban insurgency in the hopes that they'll provide us with information about Taliban whereabouts. The villagers are faced with serious threats from the Taliban that they will harm them if they give our troops any sort of information that may help them strategically. The sad truth is that the people fear the Taliban more than they respect us and what we're trying to do in securing the region. Without this local cooperation, our ability to defeat the enemy forces are greatly lessened.
4.) Lack of troops/resources/support
American troops face an immensely huge challenge in Afghanistan, and the limited number of ground troops aren't able to accomplish everything that needs to be done. Additionally, the amount of resources they have at their disposal is less-than ideal. A lot of this is due to simple troop shortages, but there is also a lack of support and understanding from home. I'm not speaking about fundamental opposition to the war and its goals. I'm talking about complacency and lack of knowledge about the troops in Afghanistan. It seems that many people aren't truly aware of the situation on the ground in that difficult region.
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