In multi-parametric programming, an optimization problem is solved for a range and as a function of multiple parameters. In this review, we discuss the main developments of multi-parametric programming over the last two decades from a theoretical, algorithmic and application perspective. In addition, we provide an opinionated view of the future research directions in multi-parametric programming. (C) 2016 Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.