Selecting a genuine objective function in the Fuel management optimization (FMO) of newly developed reactors is fundamentally important. The FMO problem becomes harder when a multi-objective fitness (cost) function (MOCF) is in use. Usually, when undertaking a MOCF Fuel management optimization problem, it is transformed into the summation of objective functions, which are related to weighting factors. Different parameters can be chosen as the main fitness function in an optimization problem. In the case of a nuclear reactor, the cycle length, the multiplication factor and power peaking factor are the most significant. The value of the weighting factors and/or the method with which the cost function has been formulated may affect the final result of optimization. In this paper, the effect of the selection of the cost function has been analyzed in order to reach an optimum in core Fuel management of a typical pressurized water reactor, PWR. It is understood from the results that finding a loading pattern that results in a better power peaking factor (lower PPF) is stricter than that of a longer cycle length. Indeed, the obtained loading pattern strongly depends on the selected fitness function. Finally, the flattening function is proposed instead of minimizing the PPF to attain better loading patterns.