Handle the issue that cannot find GDB in "/usr/local/bin/"

In fedora, "/usr/local/bin/" is not in the PATH when sudo:
sudo python
Python 2.7.5 (default, Jun 25 2014, 10:19:55)
[GCC 4.8.2 20131212 (Red Hat 4.8.2-7)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import os
>>> os.environ.get("PATH")
'/sbin:/bin:/usr/sbin:/usr/bin'

Add code to check GDB in "/usr/local/bin/" if PATH doesn't have it.