CPU-GPU heterogeneous architectures are now commonly used in a wide variety of computing systems from mobile devices to supercomputers. Maximizing the throughput for multi-programmed workloads on such systems is indispensable as one single program typically cannot fully exploit all available resources. At the same time, power consumption is a key issue and often requires optimizing power allocations to the CPU and GPU while enforcing a total power constraint, in particular when the power/thermal requirements are strict. The result is a system-wide optimization problem with several knobs. In particular we focus on (1) co-scheduling decisions, i.e., selecting programs to co-locate in a space sharing manner; (2) resource partitioning on both CPUs and GPUs; and (3) power capping on both CPUs and GPUs. We solve this problem using predictive performance modeling using machine learning in order to coordinately optimize the above knob setups. Our experiential results using a real system show that our approach achieves up to 67% of speedup compared to a time-sharing-based scheduling with a naive power capping that evenly distributes power budgets across components.