We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by MOO algorithms are scattered across fields. We provide an overview of the advances on this topic, including methods for visualization, mining the solution set, and uncertainty exploration as well as emerging research directions, including interactivity, explainability, and ethics. We synthesize these methods drawing from different fields of research to build a unified approach, independent of the application. Our goals are to reduce the entry barrier for researchers and practitioners on using MOO algorithms and to provide novel research directions.