Your objectives are what you want to accomplish in this project or your purpose for doing the project. In this section, you need to state in general terms how you plan to accomplish your goals.
This section should also identify (in the proposal) or what problems you actually faced (in the progress report and final report)
For your proposal, the objectives will probably be less than one A4 page long, simply stating what you plan to do and problems or complications you expect to face. For your progress report and final report, you will amend your objectives to describe what you actually did and what problems and complications you encountered. Thus, this section will probably be longer for your progress report and/or final report.
For further information, you can read Writing a Research Paper by Purdue University's Online Writing Lab (OWL).
OWL suggests that you think about the following when defining the purpose of your report: