Enabling fast charging of lithium-ion batteries may accelerate the commercial application of electric vehicles (EVs). The fast charging, however, could lead to capacity fade, lithium plating, and thermal runaway. This paper develops an optimal multi-stage charging protocol for lithium-ion batteries to minimize capacity fade due to the solid-electrolyte interphase (SEI) increase, to maximize the SEI potential to decrease the lithium plating, and to reduce the temperature rise to avoid a thermal runaway situation. An electrochemical-thermal-capacity fade coupled model is developed to monitor the battery internal state. The dynamic programming (DP) optimization algorithm is employed to search for the suboptimal charging current profiles. The optimization results illustrate that the optimized charging current profile varies with the state of charge (SOC) and the cycle number. As compared to the constant current charging protocol, each optimized charging strategy can reduce the capacity fade ratio by 4.6%, increase the SEI potential by 57%, and reduce the temperature rise by 16.3% for over 3300 charging-discharging cycles, respectively.