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As the connection between classical and quantum worlds, quantum measurements play a unique role in the era of quantum information processing. Given an arbitrary function of quantum measurements, how to obtain its optimal value is often considered as a basic yet important problem in various applications. Typical examples include but are not limited to optimizing the likelihood functions in quantum measurement tomography, searching the Bell parameters in Bell-test experiments, and calculating the capacities of quantum channels. In this work, we propose reliable algorithms for optimizing arbitrary functions over the space of quantum measurements by combining the so-called Gilbert’s algorithm for convex optimization with certain gradient algorithms. With extensive applications, we demonstrate the efficacy of our algorithms with both convex and nonconvex functions.