Abstract
In this paper, the ultimate bound set and globally exponentially attractive set of a generalized Lorenz system are studied according to Lyapunov stability theory and optimization theory. The method of constructing Lyapunov-like functions applied to the former Lorenz-type systems (see, e.g. Lorenz system, Rossler system, Chua system) isn't applicable to this generalized Lorenz system. We overcome this difficulty by adding a cross term to the Lyapunov-like functions that used for the Lorenz system to study this generalized Lorenz system. The authors in [D. Li, J. Lu, X. Wu, G. Chen, Estimating the ultimate bound and positively invariant set for the Lorenz system and a unified chaotic system, Journal of Mathematical Analysis and Applications 323 (2006) 844-853] obtained the ultimate bound set of this generalized Lorenz system but only for some cases with $0 ≤ α
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