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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 $0 ≤ α < \frac{1}{{29}}.$ The ultimate bound set and globally exponential attractive set of this generalized Lorenz system are still unknown for $\alpha \notin \left[ {0, \frac{1}{{29}}} \right).$ Comparing with the best results in the current literature [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], our new results fill up the gap of the estimate for the case of $\frac{1}{{29}} ≤ α < \frac{{14}}{{173}}.$ Furthermore, the estimation derived here contains the results given 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, J. Math. Anal. Appl. 323 (2006) 844-853] as special case for the case of $0 ≤ α < \frac{1}{{29}}.$

This paper deals with the open problem of the global boundedness of the Chen system based on Lyapunov stability theory, which was proposed by Qin and Chen (2007). The innovation of the paper is that this paper not only proves the Chen system is global bounded for a certain range of the parameters according to stability theory of dynamical systems but also gives a family of mathematical expressions of global exponential attractive sets for the Chen system with respect to the parameters of this system. Furthermore, the exponential rate of the trajectories is also obtained.

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