Since a couple of years, I have been involved in the development of the COCO platform that we, in particular, extended in the previous years towards multi-objective optimization.
Our extension of the HypE algorithm to the weighted hypervolume indicator by means of Monte Carlo sampling is available in its Java-only version 2.0 from this web page: http://hypervolume.gforge.inria.fr/.
The MATLAB implementation of the R2-EMOA, as proposed in our LION'2013 paper, can be found at this web page: http://inriadortmund.gforge.inria.fr/r2emoa/.
The implementation of my objective reduction algorithms can be found at this web page: http://www.tik.ee.ethz.ch/sop/download/supplementary/objectiveReduction/.
The implementation of the weighted hypervolume indicator from our 2007 EMO paper can be found at the web page http://www.tik.ee.ethz.ch/sop/download/supplementary/weightedHypervolume/.
Supplementary material for our studies on optimal μ-distributions can be found on the web page http://www.tik.ee.ethz.ch/sop/download/supplementary/testproblems/.