Application of ńvidia CUDA technology in resolving complex issues of dynamic optimization

This paper presents analysis of possibility to apply programmable graphics circuits based on Nvidia CUDA technology in solving problems of dynamie optimization. Application of optimization methods based on utilization of Pontryagin’s maximum principle leads to the need of solving extremely large systems of state cquations as well as adjoint equations. Using GPGPU graphics cards for this purpose can significantly speed up process of solving this kind of equations.