That's kind of hard because with newer version of Android, Google disable the ability to enable GPS without user interaction. Some phone can do it using Tasker with it's plugin Secure Settings with it's Helper's plugin (plugin within plugin). With KitKat, however, I found even that doesn't work anymore.
I think phone finder apps with "device administrator" privilege may be able to do it, like Android Device Manager and Cerberus.
You can probably create a Tasker profile that when it receive a specific SMS it will perform a task, enable GPS.