A dynamic programming-based algorithm adapted to on-board heterogeneous computers for simulation-based trajectory optimization was studied in the context of high-performance sailing. The algorithm can efficiently utilize all OpenCL-capable devices, starting the computation (if necessary, in singleprecision) on a GPU and finalizing it (if necessary, in double-precision) with the use of a CPU. The serial and parallel versions of the algorithm are presented in detail. Possible extensions of the basic algorithm are also described. The experimental results show that contemporary heterogeneous on-board/mobile computers can be treated as micro HPC platforms. They offer high performance (the OpenCL-capable GPU was found to accelerate the optimization routine 41 fold) while remaining energy and cost efficient. The simulation-based approach has the potential to give very accurate results, as the mathematical model upon which the simulator is based may be as complex as required. The black-box represented performance measure and the use of OpenCL make the presented approach applicable to many trajectory optimization problems.