The short answer is no, but that's true in part because there is more than one way to use a superlative. In the case you're describing, we do want to use "the." "He is most capable among the brothers" is definitely wrong. However, "most" can also be used as a synonym for "very," as in "We enjoyed a most excellent meal." Even with a standard superlative, the article is sometimes omitted when the superlative is in modifier form:
"Fiercest of all ocean predators, the great white can rocket toward its prey at 69 kilometers per hour."
I'm not sure this usage would show up on the GMAT, but it's not uncommon in ordinary English.
I can say with more certainty that "best" can be used without an article any time it's modifying a verb rather than a noun:
"The cookies will keep for 5 days, but are best eaten fresh out of the oven."
"I'd best be going."
"I liked the last song best of all."