Romans 9 is one of the few places in Scripture where the tension between divine sovereignty and human responsibility is acknowledged to be something of a problem to our finite, fallen understanding.  Douglas Moo (in the New Bible Commentary) has a helpful comment:-

‘Paul’s emphasis on the sovereignty of God in salvation raises certain objections, as he well knew from many years of preaching. Paul deals with two of these in this section. Is not God unfair to choose some and reject others (v14)? And how can people be blamed for rejecting God if he himself determines that rejection (v19)? Such questions are our natural response to the biblical teaching about God’s sovereignty. It is significant that Paul here offers no ‘logical’ explanation for the compatibility of God’s sovereignty with the equally biblical teaching that God is scrupulously fair and that human beings are justifiably blameworthy for their actions. We would do well to follow his approach: to affirm the truth of these great biblical doctrines without eliminating or weakening one or the other through an insistence on an exhaustive explanation. This is a point at which, with Paul, (cf. Rom 11:33-36) we should be prepared to recognize a mystery beyond our comprehension.’