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This study aimed to develop a control algorithm that can operate a variable refrigerant flow (VRF) cooling system with optimal set-points for the system variables. An artificial neural network (ANN) model, which was designed to predict the cooling energy consumption for upcoming next control cycle, was embedded into the control algorithm. By comparing the predicted energy for the different set-point combinations of the control variables, the control algorithm can determine the most energy-effective set-points to optimally operate the cooling system. Two major processes were conducted in the development process. The first process was to develop the predictive control algorithm which embedded the ANN model. The second process involved performance tests of the control algorithm in terms of prediction accuracy and energy efficiency in computer simulation programs. The results revealed that the prediction accuracy between simulated and predicted outcomes proved to have a low coefficient of variation root mean square error (CVRMSE) value (10.30%). In addition, the predictive control algorithm markedly saved the cooling energy consumption by as much as 28.44%, compared to a conventional control strategy. These findings suggest that the ANN model and the control algorithm showed potential for the prediction accuracy and energy-effectiveness of VRF cooling systems.