[sdk cli] add extra header for cli

In some cases, it may need extra header to handle the API calls.
Directly add `header_name` and `header_value` props in
`.config/kfp/context.json` and pass the name/value pair
to APIClient.

Here is one of the use cases:
if the service is protected by istio RBAC and need JWT header
for authentication, you can specify the JWT id-token in
the .config/kfp/context.json with these two new props.
The id-token would be carried in the specified header name.
Then the API call can be properly authentiecated and checked
if the user has the permission to access the service.

sdk/python/kfp/_client.py

@@ -125,15 +125,19 @@ def __init__(self, host=None, client_id=None, namespace='kubeflow', other_client
     config = self._load_config(host, client_id, namespace, other_client_id, other_client_secret, existing_token, proxy, ssl_ca_cert)
     # Save the loaded API client configuration, as a reference if update is
     # needed.
+    self._load_context_setting_or_default()
     self._existing_config = config
-    api_client = kfp_server_api.api_client.ApiClient(config, cookie=cookies)
+    if cookies is None:
+      cookies = self._context_setting.get('client_authentication_cookie')
+    api_client = kfp_server_api.api_client.ApiClient(config, cookie=cookies,
+        header_name=self._context_setting.get('client_authentication_header_name'),
+        header_value=self._context_setting.get('client_authentication_header_value'))
     _add_generated_apis(self, kfp_server_api, api_client)
     self._job_api = kfp_server_api.api.job_service_api.JobServiceApi(api_client)
     self._run_api = kfp_server_api.api.run_service_api.RunServiceApi(api_client)
     self._experiment_api = kfp_server_api.api.experiment_service_api.ExperimentServiceApi(api_client)
     self._pipelines_api = kfp_server_api.api.pipeline_service_api.PipelineServiceApi(api_client)
     self._upload_api = kfp_server_api.api.PipelineUploadServiceApi(api_client)
-    self._load_context_setting_or_default()
 
   def _load_config(self, host, client_id, namespace, other_client_id, other_client_secret, existing_token, proxy, ssl_ca_cert):
     config = kfp_server_api.configuration.Configuration()