Disambiguate documentation when Solve is called with both an initial guess and when MathematicalProgram Initial guess is set.

[AlexandreAmice]

In both SolverInterface::Solve and Solve in solver.h we are very clear that if a MathematicalProgram prog has a certain solver option foo set, and a passed SolverOption solver_option is passed with a different value for foo then the option passed in solver_option will be used.

However, no analogous documentation exists for what happens when the initial guess is set in both prog and passed as an initial guess. Based on our implementation of Solve in SolverBase, we use first the passed initial guess, then the program initial guess.

We should document and test this behavior if it is the expected behavior.

[rpoyner-tri]

Assigning to @hongkai-dai for further triage and delegation.