If you can tell me how to parse HTTP in GPU faster than in CPU I would be very interested. Right now even uploading an HTTP header to GPU takes more time than parsing it in CPU.

MySQL is heavily disk-bound. It is not CPU-bound except for things like sorting multi-gigabyte datasets, which people rarely use MySQL for. For most purposes you're better off installing more RAM than offloading computations to the GPU, otherwise MySQL has to spend all its time waiting for the harddisk.