What to optimize for in life?

In my opinion, optionality is something worth optimising for. This would apply to any domain: optionality in health (i.e. maintaining a base level of fitness so you can jump into most activities, maintaining a healthy diet to stay in shape and improve longevity), social optionality (having a good amount of reliable and trustworthy friends), financial optionality (saving for, and eventually obtaining, financial freedom), skill and career optionality (learning a wide variety of hard and soft skills to enable transition into different roles). 

Basically, in absence of any clear direction, take the set of actions which opens more doors than it closes.

Maybe it is a little unpopular and a bit blunt, but I think one candidate for having the most positive side effects on your life when you do not have it already is money. If you prioritize money without overdoing it, then you can take time off and focus on all the different areas which were previously locked. You cannot afford a nice home? Just buy it now! You do not have good relationships, because you did not have the time or the abilities? Just take your time now or hire someone who helps you! You have bad health? Take a plane and get help from the best doctors in the world!

Of course, this only applies to a world in which money is a universal trading unit and where you can deal with the negative side effects (like people trying to be friends with you, solely to get some of the money; not knowing when to stop prioritizing money, because your life cannot get better with more; or supporting an exploitative system in general). But I think money is a straightforward goal for most situations to increase your happiness.

I think Patrick is giving bad advice.  Almost always optimize for readability and future updates, all other considerations are specific to need.  Idiomatic and efficient implementations are a a very good habit, but "optimize" implies making tradeoffs.  

Other aspects of life are similar - almost always optimize for the long-term, but the specifics of what that means is individual.

One possible answer is "maximize win-win trades with other people", explained a bit more in this comment [LW(p) · GW(p)].

Slightly different than optionality, optimize for Pareto improvements. The more you can achieve efficiency across the entire frontier the better off you'll be and the less you'll be forced to make tradeoffs along that frontier because you keep expanding it.

"Premature optimization is the root of all evil." - Tony Hoare by way of Donald Knuth.

See also: https://m.xkcd.com/1691/

The state of flow seems like a promising one. Lots of good things follow from it.

Aren't we keeping the search light a little bit to narrow here? Overgeneralizing a bit, I'm sensing most answers are seeking what to optimize for in life in the direction of individual effectiveness or something like that. Some other possible areas:

Quality of conversation. That would probably be a lot of fun, lead to a healthy marriage, good parenting, a focus on developing skills that give you access to interesting people, a good network, probably an above avarage pay.

The wellbeing of your community. That is a known predictor for life-satisfaction, which is one reason why active Christians tend to outperform atheists (like me) in happiness surveys. It would also lead to more win-win-transactions, and other possible good things to optimize in life.

These are not necessarily my answers - I don't have one right now - but I feel they point in another, possibly fruitful direction.

Life Satisfaction. Some people name this "tranquility" and I think the name is very common in the "minimalism" community (because they try to optimize tranquility as far as I can tell). Life Satisfaction is very complex. It's not "maximize amount of friends" or "maximize amount of money" but instead requires constant introspection & skills related to introspection.

Ataraxia and Aponia.

If the eudaimonic state is unavailable, or likely to become unavailable in the future, determine what obstacles exist to achieving it, and conquer that obstacle, maintain a eudaimonic state while doing so if possible.

Thanks go to: https://en.m.wikipedia.org/wiki/Epicurus

It has been fun so far