The　determination　of　reasonable　improvement　direction　is　the　key　difficulty　of　directional　distance　functions　in　data　envelopment　analysis　target　setting　method,　but　there　is　no　consensus　direction　determination　method　at　present.　This　paper　introduces　the　concept　of　minimizing　the　distance　between　decision-making　units　(DMUs)　and　production　frontier　for　constructing　a　new　endogenous　mechanism　of　improvement　direction,　and　the　corresponding　target　setting　method　is　constructed　to　setting　target　for　DMUs,　which　is　used　to　minimize　the　total　projection　distance　between　DMUs　and　their　targets.　In　addition,　the　free　direction　and　unit　invariant　of　improvement　direction　are　discussed　for　meeting　the　diverse　needs　of　decision　makers.