Invariant sets embedded in a chaotic attractor can generate time avera
ges that differ from the average generated by typical orbits on the at
tractor. Motivated by two different topics (namely, controlling chaos
and riddled basins of attraction), we consider the question of which i
nvariant set yields the largest (optimal) value of an average of a giv
en smooth function of the system state. We present numerical evidence
and analysis which indicate that the optimal average is typically achi
eved by a low period unstable periodic orbit embedded in the chaotic a
ttractor.