On \ell_p-Gaussian-Grothendieck problem

DOI10.1093/IMRN/RNAB311MaRDI QIDQ6356300arXivFDO

Authors Wei-Kuo Chen, Arnab Sen

Publication date 16 December 2020

Published in arXiv

Full work available at URL https://doi.org/10.1093/IMRN/RNAB311

Mathematics Subject Classification ID

Distance in graphs (05C12) Miscellaneous inequalities involving matrices (15A45) Local theory of Banach spaces (46B07) Probabilistic methods in Banach space theory (46B09) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Computational aspects related to convexity (52B55) Combinatorial optimization (90C27)

arXiv classification

math-phmath.MPmath.PR

Abstract: For $pgeq1$ and $(g_{ij}{)}_{1leqi,jleqn}$ being a matrix of i.i.d. standard Gaussian entries, we study the $n$-limit of the $el{l}_p$-Gaussian-Grothendieck problem defined as �egin{align*}maxBigl{sum_{i,j=1}^n g_{ij}x_ix_j: xin mathbb{R}^n,sum_{i=1}^n |x_i|^p=1Bigr}.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 $1leqp<2$ and $2<p<infty.$ For the former, we compute the limit of the $el{l}_p$-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.

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