A system for controlling a grain combine having a rotor/cylinder, a sieve, a fan, a concave, a feeder, a header, an engine, and a control system. The feeder of the grain combine is engaged and the header is lowered. A separator loss target, engine load target, and a sieve loss target are selected. Grain is harvested with the lowered header passing the grain through the engaged feeder. Separator loss, sieve loss, engine load and ground speed of the grain combine are continuously monitored during the harvesting. If the monitored separator loss exceeds the selected separator loss target, the speed of the rotor/cylinder, the concave setting, the engine load target, or a combination thereof is adjusted. If the monitored sieve loss exceeds the selected sieve loss target, the speed of the fan, the size of the sieve openings, or the engine load target is adjusted.