Multi-Agent Systems (MAS) can be used to model systems where the global behavior cannot be uniformly represented by standard techniques such as partial differential equations or linear systems because the system elements have their own independent behavior. This is, for instance, the case in complex systems such as daily mobility in a city for example. Depending on the system size the computing power needs for the MAS may be as big as for more traditional linear numerical systems and may need to be parallelized to fully represent real systems. Graphical Processing Units (GPU) have already proven to be an efficient support to execute large linear programs. In this paper we present the use of GPU for the execution of Sworm, a multi-scale MAS system. We show that GPU computing can be efficient in that less regular case and when the agent behavior is simple. We advocate for a wider use of the GPU in Agent Based Models in particular for multi-scale systems with work distribution between the CPU and GPU.