A set error performance index function convergence-based thermal power generator group coordination and control method disclosed in the invention comprises the following steps: in a first step, a thermal power generator group coordination and control system state equation is built; control laws tau 1 and tau 2, state variables x1 and x2 and control inputs u1 and u2 are brought in; the thermal power generator group coordination and control system state equation is converted into a relation expression for the state variables x1 and x2 and the control laws tau 1 and tau 2; in a second step, an error performance index function is built based on the control laws tau 1 and tau 2, an error performance function is built according to the error performance index function based on set requirements, and a convergence set of tracking errors can be obtained; in a third step, a negative feedback control circuit for a thermal power generator group output quantity is built. Via the method, actual load and actual vapour pressure of a thermal power generator group can be kept in a bounded state, boundedness of output signals can be realized, and safe operation of the thermal power generator group can be ensured in practical engineering application via an output signal boundedness control method.