The operation of the building heating, ventilating, and air conditioning (HVAC) system is a critical activity in terms of optimizing the building's energy consumption, ensuring the occupants' comfort, and preserving air quality. The performance of HVAC systems can be improved through optimized supervisory control strategies. Set points can be adjusted by the optimized supervisor to improve the operating efficiency. This paper presents a cost-effective building operating strategy to reduce energy costs associated with the operation of the HVAC system. The strategy determines the set points of local-loop controllers used in a multi-zone HVAC system. The controller set points include the supply air temperature, the supply duct static pressure, and the chilled water supply temperature. The variation of zone air temperatures around the set point is also considered. The strategy provides proper set points to controllers for minimum energy use while maintaining the required thermal comfort. The proposed technology is computationally simple and suitable for online implementation; it requires access to some data that are already measured and therefore available in most existing building energy management and control systems. The strategy is evaluated for a case study in an existing variable air volume system. The results show that the proposed strategy may be an excellent means of reducing utility costs associated with maintaining or improving indoor environmental conditions. It may reduce energy consumption by about 11% when compared with the actual strategy applied on the investigated existing system. Copyright (C) 2007 John Wiley & Sons, Ltd.