The purpose of this article is to improve the convergence efficiency of the traditional efficient global optimization method. Furthermore, we try a graphics processing unit-based parallel computing method to improve the computing efficiency of the efficient global optimization method for both mathematical and practical engineering problems. First, we propose a multiple-data-based efficient global optimization algorithm instead of the multiple-surrogates-based efficient global optimization algorithm. Second, a novel graphics processing unit-based general-purpose computing technology is adopted to accelerate the solution efficiency of our multiple-data-based efficient global optimization algorithm. Third, a hybrid parallel computing approach using the OpenMP and compute unified device architecture is adopted to further improve the solution efficiency of forward problems in practical application. This is accomplished by integrating the graphics processing unit-based finite element method numerical analysis system into the optimization software. The numerical results show that for the same problem, the optimal result of the multiple-data-based efficient global optimization algorithm is consistently better than the multiple-surrogates-based efficient global optimization algorithm with the same optimization iterations. In addition, the graphics processing unit-based parallel simulation system helps in the reduction of the calculation time for practical engineering problems. The multiple-data-based efficient global optimization method performs stably in both high-order mathematical functions and large-scale nonlinear practical engineering optimization problems. An added benefit is that the computational time and accuracy are no longer obstacles.