Improving energy efficiency of Heating, Ventilation and Air Conditioning (HVAC) systems is a primary objective for the society. Model Predictive Control (MPC) techniques for HVAC systems have recently received particular attention, since they can naturally account for several factors, such as weather and occupancy forecasts, comfort ranges and actuation constraints. Developing effective MPC based control strategies for HVAC systems is nontrivial, since buildings dynamics are nonlinear and affected by various uncertainties. Further, the complexity of the MPC problem and the burden of on-line computations can lead to difficulties in integrating this scheme into a building management system.