The COVID-19 outbreak is deeply influencing the global social and economic framework, due to restrictive measures adopted worldwide by governments to counteract the pandemic contagion. In multi-region areas such as Italy, where the contagion peak has been reached, it is crucial to find targeted and coordinated optimal exit and restarting strategies on a regional basis to effectively cope with possible onset of further epidemic waves, while efficiently returning the economic activities to their standard level of intensity. Differently from the related literature, where modeling and controlling the pandemic contagion is typically addressed on a national basis, this paper proposes an optimal control approach that supports governments in defining the most effective strategies to be adopted during post-lockdown mitigation phases in a multi-region scenario. Based on the joint use of a non-linear Model Predictive Control scheme and a modified Susceptible-Infected-Recovered (SIR)-based epidemiological model, the approach is aimed at minimizing the cost of the so-called non-pharmaceutical interventions (that is, mitigation strategies), while ensuring that the capacity of the network of regional healthcare systems is not violated. In addition, the proposed approach supports policy makers in taking targeted intervention decisions on different regions by an integrated and structured model, thus both respecting the specific regional health systems characteristics and improving the system-wide performance by avoiding uncoordinated actions of the regions. The methodology is tested on the COVID-19 outbreak data related to the network of Italian regions, showing its effectiveness in properly supporting the definition of effective regional strategies for managing the COVID-19 diffusion.