A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following $n$-dimensional quadratic minimization problem in constant time, which is independent of $n$: $z^*=\min_{\mathbf{v} \in \mathbb{R}^n}\langle\mathbf{v}, A \mathbf{v}\rangle + n\langle\mathbf{v}, \mathrm{diag}(\mathbf{d})\mathbf{v}\rangle + n\langle\mathbf{b}, \mathbf{v}\rangle$, where $A \in \mathbb{R}^{n \times n}$ is a matrix and $\mathbf{d},\mathbf{b} \in \mathbb{R}^n$ are vectors. Our theoretical analysis specifies the number of samples $k(δ, ε)$ such that the approximated solution $z$ satisfies $|z - z^*| = O(εn^2)$ with probability $1-δ$. The empirical performance (accuracy and runtime) is positively confirmed by numerical experiments.