A catalog can have their own my.cnf file in it's catalog directory.

• A normal 'root user' should be able to change 'catalog' variables but not
  the 'server' variables.
• A 'def root user' will be able to change the 'server' (global) variables.
• When initializing catalog variables, we first make a copy of the 'server' variables and then
  apply the local my.cnf file. Not all variables can be changed. We will support only those
  that makes sense to have per catalog.

When running with catalogs, then 'global variable' and 'catalog variable' will be the same and refer
to the catalog variables. 'server variable' can be used to refer to the server wide variables.
This is the similar to how status variables works when running with catalogs. (This part is already implemented).