We develop new synthesis procedures for optimising anti-windup control applicable to open-loop exponentially stable multivariable plants subject to hard bounds on the inputs. The optimising anti-windup control falls into a class of compensator commonly termed directionality compensation. The computation of the control involves the online solution of a low-order quadratic programme in place of simple saturation. We exploit the structure of the quadratic programme to incorporate directionality information into the offline anti-windup synthesis using a decoupled architecture similar to that proposed in the literature for anti-windup schemes with simple saturation. We demonstrate the effectiveness of the design compared to several schemes using a simulated example.