Variational quantum algorithms have the potential for significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these algorithms is generally nonconvex, leading the algorithms to converge to local, rather than global, minima and the production of suboptimal solutions. In this work, we introduce a variational quantum algorithm that couples classical Markov chain Monte Carlo techniques with variational quantum algorithms, allowing the former to provably converge to global minima and thus assure solution quality. Due to the generality of our approach, it is suitable for a myriad of quantum minimization problems, including optimization and quantum state preparation. Specifically, we devise a Metropolis-Hastings method that is suitable for variational quantum devices and use it, in conjunction with quantum optimization, to construct quantum ensembles that converge to Gibbs states. These performance guarantees are derived from the ergodicity of our algorithm’s state space and enable us to place analytic bounds on its time-complexity. We demonstrate both the effectiveness of our technique and the validity of our analysis through quantum circuit simulations for MaxCut instances, solving these problems deterministically and with perfect accuracy, as well as large-scale quantum Ising and transverse field spin models of up to 50 qubits. Our technique stands to broadly enrich the field of variational quantum algorithms, improving and guaranteeing the performance of these promising, yet often heuristic, methods.