It is not a proper solution but I got gitlab working by manually downloading sanitize and editing gollum-lib and sanitize files.
$ cd /home/git/gitlab/vendor/bundle/ruby/2.0.0/gems
$ sudo -u git git clone https://github.com/rgrove/sanitize.git
$ sudo -u git mv sanitize sanitize-2.1.0
Then edit the require statements in gollum-lib.rb...
$ sudo -u git vim gollum-lib-3.0.0/lib/gollum-lib.rb
require 'rubygems' # not sure if this is really necessary
#require 'sanitize'
require '/home/git/gitlab/vendor/bundle/ruby/2.0.0/gems/sanitize-2.1.0/lib/sanitize.rb'
... and sanitize.rb.
$ sudo -u git vim sanitize-2.1.0/lib/sanitize.rb
#require 'sanitize/version'
#require 'sanitize/config'
#require 'sanitize/config/restricted'
#require 'sanitize/config/basic'
#require 'sanitize/config/relaxed'
#require 'sanitize/transformers/clean_cdata'
#require 'sanitize/transformers/clean_comment'
#require 'sanitize/transformers/clean_element'
require File.expand_path('../sanitize/version',__FILE__)
require File.expand_path('../sanitize/config',__FILE__)
require File.expand_path('../sanitize/config/restricted',__FILE__)
require File.expand_path('../sanitize/config/basic',__FILE__)
require File.expand_path('../sanitize/config/relaxed',__FILE__)
require File.expand_path('../sanitize/transformers/clean_cdata',__FILE__)
require File.expand_path('../sanitize/transformers/clean_comment',__FILE__)
require File.expand_path('../sanitize/transformers/clean_element',__FILE__)