Optimization implies constraints. But multiple targets implies compromise. How do you optimize for multiple measurements without compromise? You have to decide how to weight each against the other.
"How can I maximize my widgets-produced-in-six-months output given that I'm constrained by having $x budget?" - constraint that could give you a different solution than higher or lower budget.
"How can I maximize my widgets-produced-in-six months output AND my customer satisfaction given that I'm constrained by having $x budget" - now you have to compromise one or the other.
Here I'm talking about the physical design of how the widget is made as it's the first super-concrete example that popped to mind, but almost any sort of design operates in a similar multiple-goals world.