Adapt set_initial_fd method to work with the new multi objective feature

[Rezenders]

Adapt set_initial_fd method to work with the new multi objective feature.
Check this method as reference:

def select_requested_configurations(self):
        objectives = self.search_objectives()
        requested_configurations = dict()
        for objective in objectives:
            function = objective.typeF.name
            if function in self.requested_configurations:
                requested_configurations[objective] = \
                    self.requested_configurations[function]
        self.requested_configurations = dict()
        return requested_configurations