In theoretical computer science, I often encountered a formulation "there exists a (polynomial) algorithm, that computes..." and in the proof, the algorithm was actually described. So, in fact, the proof contains more that just "existence".
My question is the following: is there any problem for which there is known that an algorithm exists with certain computational complexity, but the proof is non-constructive and no actual algorithm is (possibly) known?
After edit @errorist and @Bressan: Thanks for the idea of a reduction from any open problem in mathematics to an algorithm, right. But I still was looking for some more "typical" problems in computer science, some theorem of the kind "Matrix multiplication can be done in $O(n^{2.1})$ but no algorithm is known" or something like that. Maybe you can help me to formalize what I mean.
Consider the function $f\colon \mathbb{N} \to \{0, 1\}$ defined by $$f(x) = \begin{cases} 1 & \text{if $P$ holds} \\ 0 & \text{otherwise} \end{cases}$$ where $P$ is a currently unsolved problem, for example Goldbach's conjecture.
Then, you can prove that there exists a constant-time algorithm computing $f$: indeed, if $P$ holds the algorithm simply returns $1$, otherwise it simply returns $0$.
But if we knew an algorithm that computes such function, we would also be able to prove or disprove $P$, simply executing it on any input.