Abstract: The present disclosure provides a system and a method for controlling a vapor compression system (VCS). The method comprises collecting data points indicative of control of the operation of the VCS with different combinations of setpoints for different actuators of the VCS and corresponding costs of operation of the VCS for each of the different combinations of setpoints, and computing, using a Local Search Region Bayesian optimization (LSR-BO) of the combinations of setpoints and their corresponding costs of operation, a probabilistic surrogate model. The probabilistic surrogate model defines at least first two order moments of the cost of operation. The method further comprises selecting from the probabilistic surrogate model a current combination of setpoints improving the cost of operation with respect to a previous combination of setpoints, according to an acquisition function of the first two order moments of the cost of operation subject to a LRS constraint.