Unlike spiking neurons which compress continuous inputs into digital signals for transmitting information via action potentials, non-spiking neurons modulate analog signals through graded potential responses. Such neurons have been found in a large variety of nervous tissues in both vertebrate and invertebrate species, and have been proven to play a central role in neuronal information processing. If general and vast efforts have been made for many years to model spiking neurons using conductance-based models (CBMs), very few methods have been developed for non-spiking neurons. When a CBM is built to characterize the neuron behavior, it should be endowed with generalization capabilities (i.e. the ability to predict acceptable neuronal responses to different novel stimuli not used during the model's building). Yet, since CBMs contain a large number of parameters, they may typically suffer from a lack of such a capability. In this paper, we propose a new systematic approach based on multi-objective optimization which builds general non-spiking models with generalization capabilities. The proposed approach only requires macroscopic experimental data from which all the model parameters are simultaneously determined without compromise. Such an approach is applied on three non-spiking neurons of the nematode Caenorhabditis elegans (C. elegans), a well-known model organism in neuroscience that predominantly transmits information through non-spiking signals. These three neurons, arbitrarily labeled by convention as RIM, AIY and AFD, represent, to date, the three possible forms of non-spiking neuronal responses of C. elegans.