Since a few months ago this is possible using gitlab-runner:

gitlab-runner exec docker my-job-name

Note that you need both docker and gitlab-runner installed on your computer to get this working.

You also need the image key defined in your .gitlab-ci.yml file. Otherwise won't work.

Here's the line I currently use for testing locally using gitlab-runner:

gitlab-runner exec docker test --docker-volumes "/home/elboletaire/.ssh/id_rsa:/root/.ssh/id_rsa:ro"

Note: You can avoid adding a --docker-volumes with your key setting it by default in /etc/gitlab-runner/config.toml. See the official documentation for more details. Also, use gitlab-runner exec docker --help to see all docker-based runner options (like variables, volumes, networks, etc.).

Due to the confusion in the comments, I paste here the gitlab-runner --help result, so you can see that gitlab-runner can make builds locally:

   gitlab-runner --help
NAME:
   gitlab-runner - a GitLab Runner

USAGE:
   gitlab-runner [global options] command [command options] [arguments...]
   
VERSION:
   1.1.0~beta.135.g24365ee (24365ee)
   
AUTHOR(S):
   Kamil Trzciński <ayufan@ayufan.eu> 
   
COMMANDS:
   exec         execute a build locally
   [...]
   
GLOBAL OPTIONS:
   --debug          debug mode [$DEBUG]
   [...]

As you can see, the exec command is to execute a build locally.

Even though there was an issue to deprecate the current gitlab-runner exec behavior, it ended up being reconsidered and a new version with greater features will replace the current exec functionality.

Note that this process is to use your own machine to run the tests using docker containers. This is not to define custom runners. To do so, just go to your repo's CI/CD settings and read the documentation there. If you wanna ensure your runner is executed instead of one from gitlab.com, add a custom and unique tag to your runner, ensure it only runs tagged jobs and tag all the jobs you want your runner to be responsible of.

Unofficial alternative gitlab-ci-local

There's an unofficial package which looks promising, with more features than the official gitlab-runner exec: https://github.com/firecow/gitlab-ci-local

It allows you to run gitlab pipelines locally as shell executor or docker executor.

Worth checking:

GitLab CI/CD Pipeline: Run Script via SSH to remote server

Better way for multiline ssh command

TL;DR

1. Create SSH keys. You'll get 2 keys: one private-key (ex: id_ed25519) and one public-key (ex: id_ed25519.pub)

2. Add the private-key as a GitLab Variable: Settings -> CI/CD -> Variables -> Expand -> Add Variable (GitLab’s variable is a key-value pair. Name the key SSH_PRIVATE_KEY and paste your private-key in the value field. Then Click Add Variable.)

3. Add one more Gitlab variable: DServerIP as the IP address of the remote server (in your case, the server hosting the gitLab-runner)

4. Add the public-key to the remote server under the .ssh folder (it should be /home/username/.ssh or /root/.ssh)

5. Paste the public-key into authorized_keys file (it should be /home/username/.ssh/authorized_keys or /root/.ssh/authorized_keys, but if you don’t have authorized_keys file, create it.)

6. use the following script in your .gitlab-ci file

image: alpine:latest

stages:
  - Execute_script_on_remote_host

update:
  stage: Execute_script_on_remote_host
  before_script:
    - 'command -v ssh-agent >/dev/null || ( apk add --update openssh-client )'
    - eval $(ssh-agent -s)
    - echo "$SSH_PRIVATE_KEY" | tr -d '\r' | ssh-add -
    - mkdir -p ~/.ssh
    - chmod 700 ~/.ssh
    - ssh-keyscan $DServerIP >> ~/.ssh/known_hosts
    - chmod 644 ~/.ssh/known_hosts
  script:
    - scp  ./auto_update_test.sh root@$DServerIP:/opt/splunktest
    - |
      ssh  -tt root@$DServerURL /bin/bash -s << EOT
      cd /opt/splunktest
      chmod +x auto_update_test.sh
      bash auto_update_test.sh
      exit
      EOT

Notes:

• make sure that the file auto_update_test.sh is in the same directory as .gitlab-ci.yml (or just change its path in the script)
• you can put all your commands into a shell script (ex: remote_update.sh) in your project and change the SSH command:

remote_update.sh:

cd /opt/splunktest
chmod +x auto_update_test.sh
bash auto_update_test.sh
exit

SSH command in the script:

script:
    - scp  ./auto_update_test.sh root@$DServerIP:/opt/splunktest
    - ssh  -tt root@$DServerIP "/bin/bash -s" <remote_update.sh

• you even can connect via ssh and execute the commands of the auto_update_test.sh file without the need to copying it to the remote server.

SSH command in the script:

script:
    - ssh  -tt root@$DServerIP "/bin/bash -s" <auto_update_test.sh

See also:

• https://superuser.com/questions/649186/how-can-i-get-the-scp-command-to-overwrite-the-destination-folder
• Pseudo-terminal will not be allocated because stdin is not a terminal