On ℓp-Gaussian–Grothendieck Problem

Abstract

Abstract For $p\geq 1$ and $(g_{ij})_{1\leq i,j\leq n}$ being a matrix of i.i.d. standard Gaussian entries, we study the $n$-limit of the $\ell _p$-Gaussian–Grothendieck problem defined as $$\begin{align*} & \max\Bigl\{\sum_{i,j=1}^n g_{ij}x_ix_j: x\in \mathbb{R}^n,\sum_{i=1}^n |x_i|^p=1\Bigr\}. \end{align*}$$The case $p=2$ corresponds to the top eigenvalue of the Gaussian orthogonal ensemble; when $p=\infty $, the maximum value is essentially the ground state energy of the Sherrington–Kirkpatrick mean-field spin glass model and its limit can be expressed by the famous Parisi formula. In the present work, we focus on the cases $1\leq p<2$ and $2<p<\infty .$ For the former, we compute the limit of the $\ell _p$-Gaussian–Grothendieck problem and investigate the structure of the set of all near optimizers along with stability estimates. In the latter case, we show that this problem admits a Parisi-type variational representation and the corresponding optimizer is weakly delocalized in the sense that its entries vanish uniformly in a polynomial order of $n^{-1}$.