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Quickest and most efficient way IMHO would be to run it as a virtualization guest.
Ok, so create a specific user account with no networking privileges. Do you know if it is possible to execute a program as this virtual guest, but be signed in as another user? Sort of like sudo, but guest-do? (You know, skip all the logging out and in, just lock the permission around the exe)
Ok, so create a specific user account with no networking privileges.
That's what you make of it. I didn't say that. Using a regular user account without networking privileges on the host exposes the host to everything the untrusted application will throw at it. Running untrusted applications in virtualization adds a layer of complexity (as you have to configure private subnet networking, install an OS inside the guest, harden it properly, add tracing if required) but shields the virtualization host from most the untrusted application may throw at it.
Another thing to explore would be SELinux; but you may find the time you'll need to invest
prohibitive for that particular approach. I like Unspawns suggestion of virtualising a box
and locking it off.