Maintaining an archive of all non-dominated points is a standard task in multi-objective optimization. Sometimes it is sufficient to store all evaluated points and to obtain the non-dominated subset in a post-processing step. Alternatively the non-dominated set can be updated on the fly. While keeping track of many non-dominated points efficiently is easy for two objectives, we propose an efficient algorithm based on a binary space partitioning (BSP) tree for the general case of three or more objectives. Our analysis and our empirical results demonstrate the superiority of the method over the brute-force baseline method, as well as graceful scaling to large numbers of objectives.