High performance spreadsheet simulation on a desktop grid

We present a proof-of-concept prototype for high performance spreadsheet simulation called S3. Our goal is to provide a user-friendly, yet computationally powerful simulation environment for end users. Our approach is to add power of parallel computing on Windows-based desktop grid into popular Excel models. We show that, by using standard Web services and service-oriented architecture (SOA), one can build a fast and efficient system on a desktop grid for simulation. The complexity of parallelism can be hidden from users through a well-defined computation template. This work also demonstrates that a massive computing power can be harvested by linking off-the-shelf office PCs into a desktop grid for simulation. The experimental results show that the prototype system is highly scalable. In the best case, the execution time can be reduced 13.6 times using 16 desktop PCs; the simulation time is dramatically reduced from 200 minutes to 14 minutes.

[1]  Paul Roe,et al.  ActiveSheets: Super-Computing with Spreadsheets , 2001 .

[2]  Pandu R. Tadikamalla,et al.  Applied Simulation Modeling , 2003 .

[3]  J. Hull.  Options, futures & other derivatives , 2003 .

[4]  Sigrún Andradóttir,et al.  Chapter 20 An Overview of Simulation Optimization via Random Search , 2006, Simulation.

[5]  Simon J. E. Taylor,et al.  Speeding up simulation applications using WinGrid , 2009 .

[6]  J. Banks,et al.  Discrete-Event System Simulation , 1995 .

[7]  Luc Devroye,et al.  Chapter 4 Nonuniform Random Variate Generation , 2006, Simulation.

[8]  David P. Anderson,et al.  BOINC: a system for public-resource computing and storage , 2004, Fifth IEEE/ACM International Workshop on Grid Computing.

[9]  David L. Olson,et al.  A simulation study of IT outsourcing in the credit card business , 2006, Eur. J. Oper. Res..

[10]  Michael J. Quinn,et al.  Parallel programming in C with MPI and OpenMP , 2003 .

[11]  Ümit Sami Sakalli,et al.  A spreadsheet-based decision support tool for blending problems in brass casting industry , 2009, Comput. Ind. Eng..

[12]  Wolfgang Gentzsch,et al.  Sun Grid Engine: towards creating a compute power grid , 2001, Proceedings First IEEE/ACM International Symposium on Cluster Computing and the Grid.

[13]  C A Boer,et al.  A survey on distributed simulation in industry , 2009, J. Simulation.

[14]  B. D. McCullough,et al.  On the accuracy of statistical procedures in Microsoft Excel 2003 , 2005, Comput. Stat. Data Anal..

[15]  Jack Dongarra,et al.  NetSolve: Past, Present, and Future - A Look at a Grid Enabled Server , 2003 .

[16]  Phhilippe Jorion.  Value at Risk: The New Benchmark for Managing Financial Risk , 2000 .

[17]  Adam Stone.  Internet2's breakthroughs for academic research , 2004, IEEE Distributed Systems Online.

[18]  Leo Knüsel,et al.  On the accuracy of statistical distributions in Microsoft Excel 97 , 1998 .

[19]  Miron Livny,et al.  Condor-a hunter of idle workstations , 1988, [1988] Proceedings. The 8th International Conference on Distributed.

[20]  E. Meek,et al.  Simplified grid computing through spreadsheets and NetSolve , 2004, Proceedings. Seventh International Conference on High Performance Computing and Grid in Asia Pacific Region, 2004..

[21]  David Abramson,et al.  High performance parametric modeling with Nimrod/G: killer application for the global grid? , 2000, Proceedings 14th International Parallel and Distributed Processing Symposium. IPDPS 2000.

[22]  Lawrence I. Goldman,et al.  Simulation and optimization as effective DFSS tools , 2005, Proceedings of the Winter Simulation Conference, 2005..

[23]  Ian T. Foster,et al.  Globus: a Metacomputing Infrastructure Toolkit , 1997, Int. J. High Perform. Comput. Appl..

[24]  Ian T. Foster,et al.  The Anatomy of the Grid: Enabling Scalable Virtual Organizations , 2001, Int. J. High Perform. Comput. Appl..

[25]  William J. Stevenson,et al.  Introduction to Management Science with Spreadsheets (McGraw-Hill/Irwin Series Operations and Decision Sciences) , 2006 .

[26]  Richard L. Graham,et al.  Open MPI: A Flexible High Performance MPI , 2005, PPAM.

[27]  Pierre L'Ecuyer,et al.  Chapter 3 Uniform Random Number Generation , 2006, Simulation.

[28]  Claudio Barbieri Cunha,et al.  A spreadsheet-based optimization model for the integrated problem of producing and distributing a major weekly newsmagazine , 2007, Eur. J. Oper. Res..

[29]  Jeffrey Adams,et al.  Combining hands-on, spreadsheet and discrete event simulation to teach supply chain management , 2005, Proceedings of the Winter Simulation Conference, 2005..

[30]  R. Myerson.  Probability Models for Economic Decisions , 2004 .

[31]  Brian Gough,et al.  GNU Scientific Library Reference Manual - Third Edition , 2003 .

[32]  Andrew F. Seila,et al.  Spreadsheet simulation , 2001, Proceedings of the 2004 Winter Simulation Conference, 2004..

[33]  Barry Wilkinson,et al.  Parallel programming , 1998 .

[34]  Rajkumar Buyya,et al.  ExcelGrid: A .NET Plug-in for Outsourcing Excel Spreadsheet Workload to Enterprise and Global Grids , 2004 .

[35]  Gilles Fedak,et al.  The Computational and Storage Potential of Volunteer Computing , 2006, Sixth IEEE International Symposium on Cluster Computing and the Grid (CCGRID'06).

[36]  Robert B. Ross,et al.  Using MPI-2: Advanced Features of the Message Passing Interface , 2003, CLUSTER.

[37]  Simon J. E. Taylor,et al.  So where to next? A survey of the future for discrete-event simulation , 2006 .

[38]  Azmi Mohd Shariff,et al.  Inherent safety tool for explosion consequences study , 2006 .

[39]  Larry J. LeBlanc,et al.  Implementing Large-Scale Optimization Models in Excel Using VBA , 2007, Interfaces.

[40]  William J. Stevenson,et al.  Introduction to management science with spreadsheets , 2006 .

[41]  William Gropp,et al.  Beowulf Cluster Computing with Linux , 2003 .

[42]  Anthony Skjellum,et al.  A High-Performance, Portable Implementation of the MPI Message Passing Interface Standard , 1996, Parallel Comput..

[43]  John Ladbrook,et al.  Grid-enabling FIRST: Speeding Up Simulation Applications Using WinGrid , 2006, 2006 Tenth IEEE International Symposium on Distributed Simulation and Real-Time Applications.