A method for determining time-optimum fluid temperature changes during heating of the thick walled cylinder was presented. Optimum fluid temperature changes were determined both for the cylindrical pressure vessels without holes. Heating of the hollow cylinder will be carried out in such a way that the circumferential thermal stress at the inner surface is equal to the allowable stress value. Optimum fluid temperature changes were assumed in the form of simple time functions containing unknown parameters. The unknown parameters were determined from the condition that the circumferential thermal stress at the inner surface of the hollow cylinder without holes is equal to the allowable stress at given time points. An over-determined system of nonlinear algebraic equations was solved for unknown parameters using the least squares method. At first, the thermal stress was calculated using the discrete form of the Duhamel integral. The Finite Element Method (FEM) was used to determine the circumferential thermal stress in the second method. For practical reasons the optimum temperature in the ramp form is preferred. It is possible to increase the fluid temperature stepwise at the beginning of the heating process and then increase the fluid temperature 1 3 where more frequent and shorter start-ups and shut-downs are necessary in order to realize the short-term power requests from the electrical load dispatcher [4]. Fast start-up and shutdown of the power units are desired to reduce fuel oil consumption during start-up and to decrease emissions of pollutants into the atmosphere.The major limiting factor relevant to fast power plant start-ups is maximum allowable thermal stress for thickwalled components such as headers of superheaters and reheaters, boiler drums and steam turbine rotors. Any exceeding of the stress limit reduces lifetime of these components. The new control system proposed by Krüger et al. [4] aims at improving of the start-up procedures of boilers and explicitly takes the thermal stress values of critical components into account.Taking into account the increasing share of wind farms in the production of electricity, combined-cycle gas and steam power plants must be quickly activated to supply the missing electrical energy into the power system when the wind velocity drops. The heat recovery steam generator (HRSG) is a critical element limiting fast start-up of the gas and steam power units. During the start-up period, HRSG components, especially the drum, are subject to high thermal stresses, which are caused by the non-uniform temperature distribution over the component wall thickness.To avoid excessive thermal stresses in the boiler drum, the flue gas exiting a gas turbine flows directly to the chimney bypassing the HRSG [6]. It makes possible to deliver electricity to the grid at the expense of low efficiency of the gas and steam unit. The gas bypass is open during the initial stage of the start-up. Estimation of the maximum thermal stress enables the optimization of the bypass mode [6]. ...