The learning of evaluation functions from game records has been widely studied in the field of computer game-playing. Conventional learning methods optimize the evaluation function parameters by using the game records of expert players in order to imitate their plays. Such conventional methods utilize objective functions to increase the agreement between the moves selected by game-playing programs and the moves in the records of actual games. The methods, however, have a problem in that increasing the agreement does not always improve the strength of a program. Indeed, it is not clear how this agreement relates to the strength of a trained program. To address this problem, this paper presents a learning method to optimize objective function parameters for strength in game-playing. The proposed method employs an evolutionary learning algorithm with the strengths (Elo ratings) of programs as their fitness scores. Experimental results show that the proposed method is effective since programs using the objective function produced by the proposed method are superior to those using conventional objective functions.