In this paper, particle swarm optimization(PSO) is newly implemented by CUDA(Compute Unified Device Architecture) and is applied to function optimization with several benchmark functions. CUDA is not CPU but GPU(Graphic Processing Unit) that resolves complex computing problems using parallel processing capacities. In addition, CUDA helps one to develop GPU softwares conveniently. Compared with the optimization result of PSO executed on a general CPU, CUDA saves about 38% of PSO running time as average, which implies that CUDA is a promising frame for real-time optimization and control.