The problem: you need to find the minimum spanning tree of a graph (i.e. a set S of edges in said graph such that the edges in S together with the respective vertices form a tree; additionally, from all such sets, the sum of the cost of all edges in S has to be minimal). But there's a catch. You are given an initial set of fixed edges K such that K must be included in S.
In other words, find some MST of a graph with a starting set of fixed edges included.
My approach: standard Kruskal's algorithm but before anything else join all vertices as pointed by the set of fixed edges. That is, if K = {1,2}, {4,5} I apply Kruskal's algorithm but instead of having each node in its own individual set initially, instead nodes 1 and 2 are in the same set and nodes 4 and 5 are in the same set.
The question: does this work? Is there a proof that this always yields the correct result? If not, could anyone provide a counter-example?
P.S. the problem only inquires finding ONE MST. Not interested in all of them.
Yes, it will work as long as your initial set of edges doesn't form a cycle.
Keep in mind that the resulting tree might not be minimal in weight since the edges you fixed might not be part of any MST in the graph. But you will get the lightest spanning tree which satisfies the constraint that those fixed edges are part of the tree.
How to implement it:
To implement this, you can simply change the edge-weights of the edges you need to fix. Just pick the lowest appearing edge-weight in your graph, say min_w, subtract 1 from it and assign this new weight,i.e. (min_w-1) to the edges you need to fix. Then run Kruskal on this graph.
Why it works:
Clearly Kruskal will pick all the edges you need (since these are the lightest now) before picking any other edge in the graph. When Kruskal finishes the resulting set of edges is an MST in G' (the graph where you changed some weights). Note that since you only changed the values of your fixed set of edges, the algorithm would never have made a different choice on the other edges (the ones which aren't part of your fixed set). If you think of the edges Kruskal considers, as a sorted list of edges, then changing the values of the edges you need to fix moves these edges to the front of the list, but it doesn't change the order of the other edges in the list with respect to each other.
Note: As you may notice, giving the lightest weight to your edges is basically the same thing as you suggest. But I think it is a bit easier to reason about why it works. Go with whatever you prefer.
I wouldn't recommend Prim, since this algorithm expands the spanning tree gradually from the current connected component (in the beginning one usually starts with a single node). The case where you join larger components (because your fixed edges might not all be in a single component), would be needed to handled separately - it might not be hard, but you would have to take care of it. OTOH with Kruskal you don't have to adapt anything, but simply manipulate your graph a bit before running the regular algorithm.