Large Language Models (LLMs) excel across diverse tasks, with post-training methods like Supervised Fine-Tuning (SFT), Preference Learning, and Model Merging enabling effective domain and task adaptation. While outcomes can vary with data orderings or component combinations, yet manual pipeline optimization is costly and labor-intensive. Existing approaches typically rely on manual design or focus narrowly on optimizing individual components, such as data ordering or merging parameters. We propose LaMDAgent, an LLM Agent-driven framework that autonomously constructs and optimizes end-to-end post-training pipelines by exploring various model improving methods, objects, and their applied orderings based on task-based feedback. LaMDAgent achieves a 9.0-point gain in tool-use accuracy without degrading instruction-following, and identifies high-performing strategies overlooked by manual design. We further analyze the impact of data and model scaling to reduce computational costs on the exploration, finding that model size scalings introduces new challenges, whereas scaling data size enables cost-effective pipeline discovery.