Add managed identity auth sample (Azure#24810)

* add managed identity sample

* remove outputs

Author: PratibhaShrivastav18

sdk/ai/azopenai/example_azure_auth_methods_test.go

@@ -61,6 +61,55 @@ func Example_usingDefaultAzureCredential() {
 	makeSimpleRequest(&client, model)
 }
 
+// Example_usingManagedIdentityCredential demonstrates how to authenticate with Azure OpenAI using Managed Identity.
+// This example shows how to:
+// - Create an Azure OpenAI client using ManagedIdentityCredential
+// - Support both system-assigned and user-assigned managed identities
+// - Make authenticated requests without storing credentials
+//
+// The example uses environment variables for configuration:
+// - AOAI_ENDPOINT: Your Azure OpenAI endpoint URL
+// - AOAI_MODEL: The deployment name of your model
+//
+// Managed Identity is ideal for:
+// - Azure services (VMs, App Service, Azure Functions, etc.)
+// - Azure DevOps pipelines with the Azure DevOps service connection
+// - CI/CD scenarios where you want to avoid storing secrets
+// - Production workloads requiring secure, credential-free authentication
+func Example_usingManagedIdentityCredential() {
+	endpoint := os.Getenv("AOAI_ENDPOINT")
+	model := os.Getenv("AOAI_MODEL")
+
+	if endpoint == "" || model == "" {
+		fmt.Fprintf(os.Stderr, "Environment variables are not set, not running example.")
+		return
+	}
+
+	var credential *azidentity.ManagedIdentityCredential
+	var err error
+
+	// Use system assigned managed identity
+	credential, err = azidentity.NewManagedIdentityCredential(nil)
+
+	// When using User Assigned Managed Identity use this instead and pass your client id in the options
+	// clientID := azidentity.ClientID("abcd1234-...")
+	// opts := azidentity.ManagedIdentityCredentialOptions{ID: clientID}
+	// cred, err := azidentity.NewManagedIdentityCredential(&opts)
+
+	if err != nil {
+		fmt.Fprintf(os.Stderr, "ERROR: %s\n", err)
+		return
+	}
+
+	client := openai.NewClient(
+		azure.WithEndpoint(endpoint, "2024-08-01-preview"),
+		azure.WithTokenCredential(credential),
+	)
+
+	// Use the client with managed identity credentials
+	makeSimpleRequest(&client, model)
+}
+
 // Helper function to make a simple request to Azure OpenAI
 func makeSimpleRequest(client *openai.Client, model string) {
 	chatParams := openai.ChatCompletionNewParams{