Optimization Toolbox functions currently do not support GPU arrays. Note that no Optimization Toolbox functions are listed in the functions with GPU array extended capability list in documentation page in <https://www.mathworks.com/help/matlab/referencelist.html?type=function&capability=gpuarrays>.
However, there is a flag 'UseParallel' in the optimization options which can be set to allow gradient computations to be parallelized with the use of the Parallel Computing Toolbox. More information can be found in the documentation page in <https://www.mathworks.com/help/optim/ug/lsqnonlin.html?searchHighlight=lsqnonlin&s_tid=doc_srchtitle#buuhch7-options>.
