Hello everyone. I bought a new GeForce 760 GTX couple days ago, and now I'm wondering is it possible to run NIntegrate via my GPU?
No. CUDA/Link is for very simple, very parallelizable, C-like programs, plus some special built-in functions.
See http://reference.wolfram.com/language/CUDALink/tutorial/Introduction.html and http://reference.wolfram.com/language/CUDALink/tutorial/Programming.html.
It's a pitty... Well, thanks anyway...