Often algorithms utilize an ansatz $V(a)$ and rely on a classical optimization scheme over a Hamiltonian loss function $L(V(a))$ in order to find the optimal parameters $a$.
Due to many factors such as periodicity of $V(a)$, optimization path and non-convexity of $L$ (others maybe?), two problems with very similar input can result in very different optimal outputs i.e. $\forall~\delta>0 : |x_i - x_j| \leq \delta,~\exists~\epsilon>0$ such that $ | a^{\text{opt}}_i - a^{\text{opt}}_j| > \epsilon$.
I am using non-gradient optimization schemes. I have tried methods such as use constant initial parameters $a^0$, transformations e.g. $\sin(a^{\text{opt}})$, but nothing worked.
Is there a known way to avoid such discontinuities? Maybe e.g. gradient optimization schemes?
EDIT: corrected discontinuity definition