Well almost any nudibranch can be kept for a while... but then they starve. The only dorid (which are the colorful ones like this) that seems to do well is Dendrodoris nigra, which is just plain black. It's an uncommon hitchhiker and seems to do well on whatever sponges it finds in the tank.
Beyond that, several aeolids seem to do well in captivity whether we want them to or not. These are all predators of cnidarians and include pests like the zoa-eating nudis and monti-eating nudis as well as desirable slugs like Aeolidiella (aka "Berghia").
Then there's the tritoniids and arminids that feed on cnidarians as well.
The issue isn't that we don't know what any of these animals eat (which is a problem for the vast majority of them), but that even if you know what they eat, you usually can't get it. Identifying sponges is extremely difficult, even for experts. There's no way you can just go to the LFS and look around for a while and pick out the sponge you need. Similarly, collectors in the third world don't even have a clue how to identify sponges or pick out specific ones even if wholesalers asked them to.
I've kept Diaulula greeleyi, but I was only able to do so because it's a local species and the sponge it feeds on is usually abundant and distinctive enough that I can collect it myself as I need it.