Ordinarilly you would use gksu instead of sudo to launch gui programs, but as demure said in notes above, this has been deprecated, and you should use pkexec now instead.
By default this does not support gui programs however. So you need to configure them to run. Once configured you will be able to run them from the command line using:
pkexec bleachbit
To configure you need to edit\create the file /usr/share/polkit-1/actions/org.freedesktop.policykit.pkexec.policy. For example, using nano...
pkexec nano /usr/share/polkit-1/actions/org.freedesktop.policykit.pkexec.policy
You then, for the programs you specify, need to add the following content to the file...
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE policyconfig PUBLIC "-//freedesktop//DTD PolicyKit Policy Configuration 1.0//EN" "http://www.freedesktop.org/standards/PolicyKit/1/policyconfig.dtd">
<policyconfig>
<action id="org.freedesktop.policykit.pkexec.run-gedbi">
<description>Run gedbi</description>
<message>Authentication is required to run gedbi</message>
<defaults>
<allow_any>no</allow_any>
<allow_inactive>no</allow_inactive>
<allow_active>auth_admin_keep</allow_active>
</defaults>
<annotate key="org.freedesktop.policykit.exec.path">/usr/sbin/gedbi</annotate>
<annotate key="org.freedesktop.policykit.exec.allow_gui">TRUE</annotate>
</action>
<action id="org.freedesktop.policykit.pkexec.run-bleachbit">
<description>Run bleachbit</description>
<message>Authentication is required to run bleachbit</message>
<defaults>
<allow_any>no</allow_any>
<allow_inactive>no</allow_inactive>
<allow_active>auth_admin_keep</allow_active>
</defaults>
<annotate key="org.freedesktop.policykit.exec.path">/usr/sbin/bleachbit</annotate>
<annotate key="org.freedesktop.policykit.exec.allow_gui">TRUE</annotate>
</action>
</policyconfig>
You can add additional programs in this way, or if you prefer, there is a bash script for adding additional programs to the config file automatically.