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Considerable effort has been made recently in the development of heuristic quantum algorithms for solving combinatorial optimization problems. Meanwhile, these problems have been studied extensively in classical computing for decades. In this paper, we explore a natural approach to leveraging existing classical techniques to enhance quantum optimization. Specifically, we run a classical algorithm to find an approximate solution and then use a quantum circuit to search its "neighborhood" for higher-quality solutions. We propose the Classically-Boosted Quantum Optimization Algorithm (CBQOA) that is based on this idea and can solve a wide range of combinatorial optimization problems, including all unconstrained problems and many important constrained problems such as Max Bisection, Maximum Independent Set, Minimum Vertex Cover, Portfolio Optimization, Traveling Salesperson and so on. A crucial component of this algorithm is an efficiently-implementable continuous-time quantum walk (CTQW) on a properly-constructed graph that connects the feasible solutions. CBQOA utilizes this CTQW and the output of an efficient classical procedure to create a suitable superposition of the feasible solutions which is then processed in certain way. This algorithm has the merits that it solves constrained problems without modifying their cost functions, confines the evolution of the quantum state to the feasible subspace, and does not rely on efficient indexing of the feasible solutions. We demonstrate the applications of CBQOA to Max 3SAT and Max Bisection, and provide empirical evidence that it outperforms previous approaches on these problems.