But implementing this is a tidious process. And again multi objective problems(MOP) optimization is very difficult to implement.
NSGA II is one of the best algorithm for implementing MOP. It uses non dominated search algorithm in genetic algorithm for sorting. You may find the codes in mathworks.
Another is GODLIKE algorithm. This is a combination of PSO, GA, ASA etc. Its a time consuming algorithm. Still its handy for solving MOP. Codes are available in mathworks.com.
Regards
Chittesh vc
Conference Paper Multi-swarm hybrid for multi-modal optimization
Y. del Valle, G. Venayagamoorthy, S. Mohagheghi, J.-C. Hernandez, R. Harley, Particle swarm optimization: Basic concepts, variants and applications in power systems, IEEE Transactions on Evolutionary Computation, 12 (2) (2008) 171-195.