Big data optimization has become an important research topic in many disciplines. These optimization problems involve a large volume of data, from different sources, in different formats, that are generated at a high speed. For example, in the healthcare sector, electroencephalography (EEG), which is a method for monitoring brain signals and typically used to diagnose neurological disorders, generates a large amount of data which, however, is often captured with artifacts added from non-brain sources. Evolutionary algorithms are considered one of the most successful approaches for solving many such complex optimization problems. In this paper, a differential evolution algorithm is developed to remove artifacts from EEG signals of interest, by using the parallel computing ability of a Graphics Processing Unit. Two levels of parallelization, variable and individual, are implemented, with a gradient-based local search and adaptive control parameters incorporated in order to enhance a search’s convergence. The proposed algorithm is tested using six single objective problems from the 2015 big data optimization competition problems with 1024, 3072 and 4864 decision variables, as both noise-free and with white noise. The results presented in this paper indicate that the proposed algorithm is capable of achieving high-quality solutions, and is up to 374.7 faster than the state-of-the-art algorithms.