Step 1: Navigate to the ssms.exe file
SSMS 2016 version:
C:\Program Files (x86)\Microsoft SQL Server\130\Tools\Binn\ManagementStudio\Ssms.exe
SSMS 2017 version:
C:\Program Files (x86)\Microsoft SQL Server\140\Tools\Binn\ManagementStudio\Ssms.exe
right click on ssms.exe and select Properties
then the tab Compatibility
and click on the button Change settings for all users
Check Run this program as an administrator and click OK
Step 2: make a shortcut with this path
SSMS 2016 version: C:\Windows\System32\runas.exe /savecred /user:domain\username "cmd /c \"C:\Program Files (x86)\Microsoft SQL Server\130\Tools\Binn\ManagementStudio\Ssms.exe\""
SSMS 2017 version: C:\Windows\System32\runas.exe /savecred /user:domain\username "cmd /c \"C:\Program Files (x86)\Microsoft SQL Server\140\Tools\Binn\ManagementStudio\Ssms.exe\""
NOTE: the cmd /c in the path, this makes the whole difference.
Thats it. Hope it workes for you.
PS: About step one, if you only want to make the changes to start the application as admin for the specific user, login as that user on the computer and do the same as step without the Change settings for all users