feature: add Azure Identity for Azure OpenAI and Azure AI Search authentication (#3262)

docs/components/llms/models/azure_openai.mdx

@@ -6,6 +6,8 @@ title: Azure OpenAI
 
 To use Azure OpenAI models, you have to set the `LLM_AZURE_OPENAI_API_KEY`, `LLM_AZURE_ENDPOINT`, `LLM_AZURE_DEPLOYMENT` and `LLM_AZURE_API_VERSION` environment variables. You can obtain the Azure API key from the [Azure](https://azure.microsoft.com/).
 
+Optionally, you can use Azure Identity to authenticate with Azure OpenAI, which allows you to use managed identities or service principals for production and Azure CLI login for development instead of an API key. If an Azure Identity is to be used, ***do not*** set the `LLM_AZURE_OPENAI_API_KEY` environment variable or the api_key in the config dictionary.
+
 > **Note**: The following are currently unsupported with reasoning models `Parallel tool calling`,`temperature`, `top_p`, `presence_penalty`, `frequency_penalty`, `logprobs`, `top_logprobs`, `logit_bias`, `max_tokens`
 
 
@@ -116,6 +118,44 @@ config = {
 }
 ```
 
+As an alternative to using an API key, the Azure Identity credential chain can be used to authenticate with [Azure OpenAI role-based security](https://learn.microsoft.com/en-us/azure/ai-foundry/openai/how-to/role-based-access-control). 
+
+<Note> If an API key is provided, it will be used for authentication over an Azure Identity </Note>
+
+Below is a sample configuration for using Mem0 with Azure OpenAI and Azure Identity:
+
+```python
+import os
+from mem0 import Memory
+# You can set the values directly in the config dictionary or use environment variables
+
+os.environ["LLM_AZURE_DEPLOYMENT"] = "your-deployment-name"
+os.environ["LLM_AZURE_ENDPOINT"] = "your-api-base-url"
+os.environ["LLM_AZURE_API_VERSION"] = "version-to-use"
+
+config = {
+    "llm": {
+        "provider": "azure_openai_structured",
+        "config": {
+            "model": "your-deployment-name",
+            "temperature": 0.1,
+            "max_tokens": 2000,
+            "azure_kwargs": {
+                  "azure_deployment": "<your-deployment-name>",
+                  "api_version": "<version-to-use>",
+                  "azure_endpoint": "<your-api-base-url>",
+                  "default_headers": {
+                    "CustomHeader": "your-custom-header",
+                  }
+              }
+        }
+    }
+}
+```
+
+Refer to [Azure Identity troubleshooting tips](https://github.com/Azure/azure-sdk-for-python/blob/main/sdk/identity/azure-identity/TROUBLESHOOTING.md#troubleshoot-environmentcredential-authentication-issues) for setting up an Azure Identity credential.
+
+
 ## Config
 
 All available parameters for the `azure_openai` config are present in [Master List of All Params in Config](../config).