There are a number of tasks in quantum information science that exploit non-transitional adiabatic dynamics. Such a dynamics is bounded by the adiabatic theorem, which naturally imposes a speed limit in the evolution of quantum systems. Here, we investigate an approach for quantum state engineering exploiting a shortcut to the adiabatic evolution, which is based on rapid quenches in a continuous-time Hamiltonian evolution. In particular, this procedure is able to provide state preparation faster than the adiabatic brachistochrone. Remarkably, the evolution time in this approach is shown to be ultimately limited by its "thermodynamical cost,"provided in terms of the average work rate (average power) of the quench process. We illustrate this result in a scenario that can be experimentally implemented in a nuclear magnetic resonance setup.