Abstract
The roll-out of a flexible ramping product provides independent system operators (ISOs) with the ability to address the issues of ramping capacity shortage. ISOs procure flexible ramping capability by committing more generating units or reserving a certain amount of headrooms of committed units. In this paper, we raise the concern of the possibility that the procured flexible ramping capability cannot be deployed in real-time operations due to the unit shut-down in a look-ahead commitment (LAC) procedure. As a solution to the issues of ramping capacity shortage, we provide a modified ramping product formulation designed to improve the reliability and reduce the expected operating cost. The trajectories of start-up and shut-down processes are also considered in determining the ramping capability. A new optimization problem is formulated using mixed integer linear programming (MILP) to be readily applied to the practical power system operation. The performance of this proposed method is verified through simulations using a small-scale system and IEEE 118-bus system. The simulation results demonstrate that the proposed method can improve the generation scheduling by alleviating the ramping capacity shortages.
Set of time periods
Set of generators
Set of fast-start generators,
Set of slow-start generators,
Index of generator,
Index of time period,
Additional ramping capability requirement to cover 15-min-ahead net load forecasting error
No-load cost of generator
Linear production cost of generator
Start-up cost of generator
A big number to penalize load shedding
Short-term forecasting net load during period
The maximum production capacity of generator
The minimum production capacity of generator
Power output of generator in the
Power output of generator in the
Ramping rate of generator
Start-up ramping rate of generator
Shut-down ramping rate of generator
Duration of start-up process of generator applied only for slow-start units
Duration of shut-down process of generator applied only for slow-start units Requirements for upward and downward flexible ramping capabilities of system during period
Auxiliary variable of generator to calculate negative downward ramping capability during period
Auxiliary variable of generator to calculate negative upward ramping capability during period
Downward flexible ramping capability of generator during period
Continuous variable of load shedding during period
Negative contribution of generator to system upward flexible ramping capability during period
Negative contribution of generator to system downward flexible ramping capability during period
Power output of generator during period
The maximum available power output of generator during period
Upward flexible ramping capability of generator during period
Binary variable, which is equal to 1 if generator generates power above the minimum capacity during period and 0 otherwise
Binary variable, which is equal to 1 if generator starts up during period and 0 otherwise
Binary variable that is equal to 1 if generator shuts down during period and 0 otherwise
LARGE-SCALE renewable energies such as solar and wind power are being introduced into power systems in order to avoid carbon emissions from fossil fuels and moderate global warming [
Traditionally, power system operators make unit commitment decisions considering various types of reserves to cover the uncertain and variable nature of net load, i.e., the demand minus the output of renewable generation. Much attention has been paid to estimate the optimal requirements for reserves to accommodate the increasing amount of renewable energy resources [
To deal with the increasing uncertainty introduced by renewable energy, a look-ahead commitment (LAC) model is commonly used in independent system operator (ISO) market to optimize the commitment of resource. In California ISO (CAISO) market, a short-term unit commitment is solved for 15-min intervals in the real-time market and the commitment decisions can be implemented starting from the intervals in the trading hour [
In addition to reserve products, to further integrate renewable energies, some ISOs have introduced ramping services in their electricity markets. CAISO and MISO have ramping services known as “flexiramp” and “ramp capability product”, respectively, which are designed to improve the operation capability to ramp from one generation level to another during the successive dispatch intervals [
Whereas regulation and contingency reserves are deployed after unexpected outage event occurs, the design of FRC is straightforward to resolve the larger net load variation and uncertainty and to reduce the price spikes. FRC is less complex to implement, and it is a more favorable option from the production cost perspective. In addition, a transparent FRC price signal is obtained to provide effective economic incentives for resource flexibility. Although LAC is implemented in several ISO markets, it is not enough to ensure the ramping capability without a look-ahead dispatch (LAD). Although an LAD is capable of ensuring the ramping capability, the quality of an LAD solution is heavily influenced by the forecasts. What is more, the implementation of an LAD is more complex and extensive compared with that of an FRC. Detailed information and analysis on the comparison of FRC with other market options can be found in [
In recent years, ISOs have already experienced the ramping capacity shortage [
However, to the authors’ best knowledge, very few studies address the issues of ramping capacity shortage, especially when FRC is considered in unit commitment. In other words, the generation scheduling obtained from the conventional formulations cannot guarantee the availability of FRC even though the solution obtained does satisfy all the system constraints, including the FRC requirements as formulated in [
To the authors’ best knowledge, the FRC formulations adopted in the CAISO and MISO markets are very close to the ones presented in [
There are some market procedures for the ISOs that contribute to the discussion of the issue of ramping capacity shortage raised in this paper. In the current procedures of an LAC in the ISO market, it is common that only commitment decisions are considered for implementation and units are not allowed to decommit (shut-down). This is an ad-hoc solution to prevent the shut-down of units in the real-time operation. Although it is effective from the perspective of reliability, it is not the most economical solution.
This paper aims to reveal the possibility of ramping capacity shortage in power system operation even though the explicit FRC constraints are satisfied at the scheduling stage. This issue of ramping capacity shortage exists in the formulation in the literature such as [
This paper focuses on the enhancement to the mathematical formulation of FRC and provides the proof of concept. The proposed formulation is designed to resolve the issue of ramping capacity shortage of FRC in the market and therefore requires less out-of-market corrections. Although the implementation is relevant with the practical details, it is beyond the scope of this paper.
The remainder of this paper is organized as follows. Section II presents the conventional unit commitment formulation with ramping product and addresses the issue of ramping capacity shortage. The proposed method is provided in Section III. Simulations based on the proposed method are presented in Section IV, and Section V summarizes the results of this work and draws conclusions.
In CAISO and MISO markets, two separate types of FRC, i.e., termed upward FRC and downward FRC, are co-optimized with energy and other ancillary services. The goal of upward FRC is to alleviate the upward ramping capability shortage, which occurs, for example, when the actual output of renewable generation is much smaller than anticipated. Besides, the downward FRC is secured in preparation for a sudden drop in net load. The requirements for the upward FRC and downward FRC, which are calculated just prior to , i.e., the beginning point of running real-time LAC, are given as:
(1) |
The objective of the upward FRC is to manage the net load variations between two successive intervals (i.e., expected change in net load) and the forecasting error in the next interval (i.e., unexpected change in net load). The net load forecasts are made and updated for each LAC run. The parameter is used to represent the net load ramping error between two successive intervals resulted from the net load forecasting error. In CAISO markets, the historical data using statistical analysis are used to calculate . The error distribution can also be assumed to follow the Gaussian model, and can be set based on the standard deviation of the Gaussian model [
ISOs schedule the commitment status, generation dispatch, and ancillary service decisions after solving the day-ahead unit commitment problem. The objective of unit commitment is to minimize the operating costs while satisfying power system constraints (e.g., power balance, reserve provision, and transmission line flow limits) and generating unit constraints (e.g., the minimum and the maximum output limits, ramping rate limits, and the minimum on/off time limits). The proposed method in this paper can be applied to both day-ahead and real-time unit commitments. Except for FRC constraints expressed as (8)-(15), other reserve constraints such as regulation reserve, spinning reserve, supplemental reserve, and network constraints are also neglected to enable a clear interpretation of the obtained results. The mathematical formulation for real-time LAC with FRC constraints can be modeled as [
(2) |
s.t.
(3) |
(4) |
(5) |
(6) |
(7) |
(8) |
(9) |
(10) |
(11) |
(12) |
(13) |
(14) |
(15) |
(16) |
(17) |
(18) |
(19) |
The objective function (2) is defined to minimize the operating costs, which include generation costs, start-up costs, and the costs of load shedding.
(20) |
In order to show when and how the issue of ramping capacity shortage emerges, a simple test system that has four generators (G1-G4) is used. Because G1 is the baseload generator, whose output is constant and other generators are fast-start units, the trajectories of start-up and shut-down processes are disregarded. In other words, the optimization problem expressed as (2)-(19) is solved. The same recursive approach utilized in [
1) Prior to , the conditions are initialized, i.e., the dispatch target for the end of interval and the commitment decisions (on/off states) for .
2) At , the multi-interval optimization problem is solved to find the on/off states at and the dispatch target for the end of interval with the boundary conditions from the first step.
3) At , the multi-interval optimization problem is solved to find the on/off states for and the dispatch target for the end of interval with the boundary conditions from the second step.
4) At , using the solutions from the previous steps as boundary conditions, the multi-interval optimization problem is solved. The target time intervals for the commitment decisions and dispatch targets are rolled forward one interval at a time.
Note: the bold underlined variables represent the ones solved at the previous determining time, which are used as boundary conditions, while other variables are to be optimized at the current determining time.
The generator data for the simple test system are tabulated in
The generator G3 can ramp up as much as 40 MW from to , therefore, the maximum ramping-up capability of the system at is 40 MW. However, it must be noted that the system cannot actually ramp up 40 MW until . The actual “capable” upward FRC procured at is -10 MW. The reason for this miscalculation can be explained as follows.
In the LAC calculation excuted at , when making the commitment decisions for , the generator G4 is determined to shut down at , which results in zero power output of G4 at . The problem is that the 50 MW drop in the output of G4 curtails the upward FRC because other generators should ramp up as much as 50 MW to make up for the output drop of G4. The upward FRC contribution of G4 at should be calculated as -50 MW. However, the obtained solution by solving (2)-(19) indicates that there is zero upward FRC contribution of G4 at . It is noted that although non-negativity constraint (18) excludes the FRC contributions of generating units, it is not enough to account for the “negative” effect of decommiting G4 on upward FRC in the system. In order to clarify the “negative” effects of the generating units scheduled to be turned on or off, we define new variables and to represent the negative contributions of generator to system FRC at .

Fig. 1 Net load forecasting and FRC requirements at .
We derive new constraints to consider the reduced FRC because of the generators to be turned on or off. We adopt the sign convention that a positive value of represents a negative contribution to upward FRC. Likewise, a new variable is defined to represent a negative effect on downward FRC. By adding the following formulas (
Constraints (21)-(23) and (24)-(26) are applied for negative upward FRC and negative downward FRC, respectively. If generator , which generates power above the minimum output level at , is turned off at , the subsidiary variable becomes zero while the binary variable has a value of one. In this case, constraints (21)-(23) enforce that the negative upward FRC should be equal to . In all the other cases, i.e., a generator continues to generate power above the minimum power limit until or a unit is offline at , has a value of zero, which results in a zero negative effect on downward FRC (). Similarly, if the generator is scheduled to start up, the negative downward FRC has a nonzero value, in other words, it curtails the downward FRC of the system.
(21) |
(22) |
(23) |
(24) |
(25) |
(26) |
The generators that complete the start-up and shut-down processes within one interval can be modeled as (21)-(26). However, if the start-up and shut-down procedures of a generator take longer than one interval, which we referred to as a slow-start generator, different formulas should be derived to reflect the start-up and shut-down trajectories.

Fig. 2 Trajectory of slow-start generator g.
A negative upward FRC of the generator at , which is the last period that the unit generates power above the minimum power limit, depends on the generation output of the unit itself (). The negative upward FRC is therefore a continuous variable, which can be computed as . By employing the same technique used in formulating (21)-(26), namely by introducing auxiliary variables, the negative upward FRC can be formulated as (27)-(29). On the other hand, the negative upward FRCs at and have the fixed values, i.e., and , respectively, because the power outputs in the shut-down process are predefined as constant values. The formulation of negative upward FRC applied for the generator, whose duration of the shut-down process is , can be expressed as:
(27) |
(28) |
(29) |
(30) |
Similarly, the negative downward FRC can be formulated as:
(31) |
(32) |
(33) |
(34) |
In order to apply the proposed modeling of negative FRC, the upward and downward ramping requirement constraints (14) and (15) should be reformulated as (35) and (36), respectively.
(35) |
(36) |
By comparing (35) and (36) with (9) and (10), respectively, it should be noted that the optimal FRC requirements for the system are not modified, nor is it calculated in a different way. In this paper, we derive new formulations that enable the “capable” ramping capacity to be obtained if the optimal ramping requirements are given. Instead of using the Gaussian distribution of the forecasting error, the optimal requirements can be decided through various methods [
The proposed formulation is verified by using a simple test system and a modified IEEE 118-bus system. The same simple problem introduced in Section II-B is analyzed to show that the ramping capacity shortage can be avoided with the proposed method. In order to test the scalability of the proposed method, the day-ahead unit commitment problem is solved based on the IEEE 118-bus system, which includes wind power generators. All simulations in this paper are carried out on a personal computer with a 3.60 GHz Intel Core i5 8600K CPU, 16-GB RAM, and 64-bit operating system. The optimization solver GUROBI under GAMS is used to solve the problem, and the relative optimality tolerance is set to be 0.1%.
The performance of the proposed method is evaluated on the simple test system introduced in Section II-B. The optimization problem that comprises the objective function (2) and constraints (3)-(19) and (21)-(26) is solved based on the same input data.
When the net load at is 665 MW, which is the same load level as the example in Section II-B, the optimal solution executed at with proposed method can be obtained as summarized in
The proposed method is applied to a more realistic problem with the modified IEEE 118-bus system, which has 54 slow-start generators. The total installed wind power is assumed to be 50% of peak load. The specific system data are taken from [
The day-ahead FRC requirements are determined based on estimates of the real-time ramping needs, which will not be known until the operating day. In this paper, the day-ahead FRC requirements are computed similar to the real-time case, as expressed in (1). The hourly variations of the net load are considered, and the hour-ahead forecasting error distributions are used instead of using the 15-min-ahead forecasting error. It is assumed that the forecasting errors of both the demand and the wind power generation follow a normal distribution with zero mean. The standard deviation for the forecasting error of demand is set to be 1% of the forecasting demand, and the standard deviation for the forecasting error of wind power generation is set to be 4% of the installed wind power [
In order to compare the proposed method with conventional method, we generate 2500 scenarios using Monte Carlo simulation. The performance of each method is analyzed using the following procedure [
Step 1: solve the hourly unit commitment problem of the 54 generators during the 24-hour periods with the central forecasting net load. The conventional method uses (2), (4)-(19), (20), while the proposed method uses (2), (4)-(19), (20)-(36). The minimum on/off time limits, which are not shown here, are also considered when solving the problem.
Step 2: select one of the generated scenarios.
Step 3: evaluate the performances of both the conventional method and the proposed method with the selected scenario. The online generators are re-dispatched to cover the realized uncertainty, and the operating cost and load shedding cost are calculated. If the load shedding is required to satisfy the power balance constraint, this is penalized by a cost in the objective function.
Step 4: go to Step 3 using another scenario and repeat the process until the last scenario (the 250
Step 5: make comparison of the results. The expected operating cost is defined as the sum of the average generation cost and the average load shedding cost.

Fig. 3 Evaluation results of proposed and conventional methods in 2500 validation scenarios for IEEE 118-bus system.
The average computational time required to solve the problem is listed in
The additional variables and constraints in an MILP model may increase the computational burden, as can be observed from
(37) |
(38) |
If is smaller than , the constraint (37) is a tighter formulation that can be used to replace (22). Similarly, (25) can be replaced by the new formulation (38). These new tight formulations can improve the linear programming relaxation bounds, and it can speed up the branch-and-bound algorithm. The computational time based on tighter formulations (37) and (38) is shown in
The problems are solved only for seven intervals to test the computational time for a shorter scheduling horizon problem e.g., real-time unit commitment. As confirmed in the results, the computational burden of the proposed method is comparable to that of the conventional one. It should be noted that the operating costs with the proposed tight formulation are exactly the same as the operating costs for the proposed formulation.
In this paper, we propose a new formulation of ramping product that can ensure the deliverability of the procured FRC. The proposed ramping product design in the existing unit commitment problem has been demonstrated with examples to show the improvement on the system reliability. A method considering the trajectories of the start-up and shut-down processes of the generator in the determination of FRC is also developed. Newly-derived approaches have been formulated as an MILP such that the problem can be easily solved with an available MILP solver.
Simulation results show that a generation scheduling, based on conventional method, might yield unreliable operations. We have found cases where the procured FRC is insufficient, even if the deviation of the forecasting values is within the anticipated bounds, which leads to load shedding. With the proposed method, an ISO can guarantee the reliable operations if the optimal requirements for FRC are properly predefined.
Although the focus of this paper is on the proof of concept, we would like to address several limitations due to the lack of realistic system data. One major contribution of this paper is to identify and demonstrate the ramping capability shortage in particular conditions and provide an enhanced FRC formulation to resolve the issue. Nevertheless, depending on the operating conditions, the impact of the proposed method on a real system will be different. The magnitude of the overall benefits of the proposed method can be further investigated in a large-scale realistic system. The proposed method increases the number of decision variables, and the additional variables might increase the computational burden for an ISO. The trade-off between the improved economic benefits and the increased computational burden can be further studied in a realistic system.
The specifications of ramping products and the FRC requirements may differ from case to case. Practically, the probability distribution function of historical net load forecasting errors is used to determine the ramping requirement. However, we believe that the proposed method can generally be applied to other scenarios that focus on the design of the ramping products.
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