Optional objective: Limit Haytham's health loss - 50%
After you enter the warehouse and speak with the man inside, you will be attacked by a group of mercenaries. Kill them quickly with counterattacks, while making sure your father doesn't lose too much health.
When the fight is over, the warehouse will start burning. Run after your father and eventually you will fall down to a lower level.
From there, head to the next collapsed staircase and climb onto the burning wall. Look out not to touch the flames or you won't get a full synchronization. As you reach the top, hold down the free run button and press jump.
That way you will reach a platform hanging from the ceiling.
From there jump to the other side of the warehouse and climb up to end the mission.