How to specify to install oracle jdk instead of openjdk in sdk cli on ubuntu 17.04?

You can type sdk ls java and see which versions are available.

At the moment I see 8u141-oracle in the list. So you can install it by sdk i java 8u141-oracle

Currently Oracle JDKs has finally been pulled out from SDKMAN due to some legal issues. The legal issues are explained over here

They have decided to introduce a lot of OpenJDK implementations like Azul Zulu, Azul ZuluFX for those who need JavaFX along with it. Please check with sdk ls java to find out what more are supported as of now.

Just for anyone stumbling upon this answer: You can still download Oracle JDK and extract it manually in the appropriate folder. After that you can use all the sdkman commands like if it was installed automatically.

Extract Oracle JDK to ~/.sdkman/candidates/java/8.0.241-oracle and activate using sdk use java 8.0.241-oracle.