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People usually spend most of the time inside buildings. Therefore, it is necessary to reach a tradeoff between users' comfort and energy saving. The use of appropriate control strategies can highly contribute to this purpose. This paper presents a practical nonlinear model predictive control strategy, that allows to obtain a high thermal comfort level optimizing the use of an HVAC (Heating, Ventilation and Air Conditioning) system. Simulation results obtained from the application of this strategy to a characteristic room of the CDdI-ARFRISOL-CIESOL building are included and commented.