In this paper, we investigate the resource allocation algorithm design for full-duplex simultaneous wireless information and power transfer (FD-SWIPT) systems. The considered system comprises a FD radio base station, multiple single-antenna half-duplex (HD) users, and multiple energy harvesters equipped with multiple antennas. We propose a multi-objective optimization framework to study the trade-off between uplink transmit power minimization, downlink transmit power minimization, and total harvested energy maximization. The considered optimization framework takes into account heterogeneous quality of service requirements for uplink and downlink communication and wireless power transfer. The non-convex multi-objective optimization problem is transformed into an equivalent rank-constrained semidefinite program (SDP) and solved optimally by SDP relaxation. The solution of the proposed framework results in a set of Pareto optimal resource allocation policies. Numerical results unveil an interesting trade-off between the considered conflicting system design objectives and reveal the improved power efficiency facilitated by FD in SWIPT systems compared to traditional HD systems.