The Grothendieck L_p problem is defined as an optimization problem that maximizes the quadratic form of a Gaussian matrix over the unit L_p ball. The p=2 case corresponds to the top eigenvalue of the Gaussian Orthogonal Ensemble, while p=\infty this problem is known as the ground state energy of the Sherrington-Kirkpatrick mean-field spin glass model and its limit can be expressed by the famous...