The best way to do it, if you want it to appear on-demand, is to alter one of the Pause Menu HUDs to show the objectives--probably the "Paused" banner, since that is a button. That way, you just pause the game to check out your objectives.
You could even play around with the positionings to have the "banner" as a square in the centre and have the other buttons around the side.
The problem? You won't be able to have different objective screens for each level. The other problem, of course, is that it won't cancel out or remove any objectives that you've already completed--frustrating, no?
Your best bet is to do what the others have said--use loading screens or trigger zones as objective markers. Better yet, script the "objectives" to set it off, because chances are that's the only time they'll remotely need to see it.
Evil has a new name. Demo out now!