The required program gksudo is deprecated and not available for installation in Ubuntu 18.04, its most recent LTS version.
After some research online, I decided to create an alias using pkexec, which is supposed to do what gksudo did, and is part of the standard Ubuntu installation:
$ alias gksudo=’pkexec env DISPLAY=$DISPLAY XAUTHORITY=$XAUTHORITY DBUS_SESSION_BUS_ADDRESS=$DBUS_SESSION_BUS_ADDRESS’
I then run $ gksudo fullpath_to_install_program.run
a dialog window was open asking for the sudo password. After that, however, the install program did not find gksudo and asked if I wanted to run in console (non-graphical) mode. I proceeded to install in console mode.
It seems to have worked. I will get back on that.