The development of coarse-grained (CG) molecular models typically requires a time-consuming iterative tuning of parameters in order to have the approximated CG models behave correctly and consistently with, e.g., available higher-resolution simulation data and/or experimental observables. Automatic data-driven approaches are increasingly used to develop accurate models for molecular dynamics simulations. However, the parameters obtained via such automatic methods often make use of specifically designed interaction potentials and are typically poorly transferable to molecular systems or conditions other than those used for training them. Using a multi-objective approach in combination with an automatic optimization engine (SwarmCG), here, we show that it is possible to optimize CG models that are also transferable, obtaining optimized CG force fields (FFs). As a proof of concept, here, we use lipids for which we can avail reference experimental data (area per lipid and bilayer thickness) and reliable atomistic simulations to guide the optimization. Once the resolution of the CG models (mapping) is set as an input, SwarmCG optimizes the parameters of the CG lipid models iteratively and simultaneously against higher-resolution simulations (bottom-up) and experimental data (top-down references). Including different types of lipid bilayers in the training set in a parallel optimization guarantees the transferability of the optimized lipid FF parameters. We demonstrate that SwarmCG can reach satisfactory agreement with experimental data for different resolution CG FFs. We also obtain stimulating insights into the precision-resolution balance of the FFs. The approach is general and can be effectively used to develop new FFs and to improve the existing ones.