You don't want to do that! You'd configure the pin as output and make it high to provide power to the GPS receiver, but microcontrollers I/Os can only supply limited current, 25mA for the STM32F205xx (page 62 of the [datasheet](http://www.st.com/internet/com/TECHNICAL_RESOURCES/TECHNICAL_LITERATURE/DATASHEET/CD00237391.pdf)), which will be too low for powering your (and any other) GPS receiver (34 to 38 mA, as stated in the [datasheet][1]) 

Use the I/O pin to drive a [PNP transistor](http://www.nxp.com/documents/data_sheet/BC856_BC857_BC858.pdf) which will supply the required current. 

![enter image description here][2]

Note that using a PNP inverses your logic: a logic low will turn the receiver on. 

**edit** 
Wouter would use a MOSFET instead of a BJT, and that's a good alternative. Just make sure you choose a logic-level FET, which will give you enough current at a \$V_{GS}\$ of -3.3V. The Rohm [RZE002P02](http://www.rohm.com/products/databook/tr/pdf/rze002p02.pdf) is a suitable type. It will also have a lower voltage drop if your receiver needs less than about 200mA.

**edit 2** (re clabacchio's addition of a datasheet) 
This device operates at 1.8V, the STM32 at 3.3V. You'll want to control a 1.8V LDO with the PNP/MOSFET, or even better use an LDO with an enable input and control that from your microcontroller. No transistor needed. (Thanks for the suggestion, *markrages*.) You'll also need level shifters for the data.

 [1]: http://www.avnet-embedded.eu/fileadmin/user_upload/Files/Wireless/Jupiter-F2_Datasheet.pdf
 [2]: https://i.sstatic.net/jrLSd.gif