A heating, ventilation, and air-conditioning (HVAC) system is a multi-variable strongly coupled large-scale system that is composed of several sub-systems. Considerable research, simulations, and experiments have been conducted on HVAC control. The optimization control of an HVAC system is now the popular issue. The ultimate goal of this paper was to achieve minimum energy consumption and improve system efficiency. Multi-zone variable air volume and variable water volume air-conditioning systems were developed. The dynamic models of HVAC sub-systems were built by the adaptive directional forgetting method. Control strategies such as the gearshift integral proportional-integral-derivative (PID) controller and self-tuning PID controller were studied in the platform to improve the dynamic characteristics of the HVAC system. System performance was improved. The system saved 18.2% of energy with the integration of iterative learning control and sequential quadratic programming based on the steady-state hierarchical optimization control scheme.