release: Update CHANGELOG.md for 0.6.2

Author: jorisv

CHANGELOG.md

@@ -6,6 +6,8 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 
 ## [Unreleased]
 
+## [0.6.2] - 2024-01-22
+
 ### Fixed
 * Fix Windows build ([#290](https://github.com/Simple-Robotics/proxsuite/pull/290))
 * Fix math formulae in documentation ([#294](https://github.com/Simple-Robotics/proxsuite/pull/294))
@@ -383,7 +385,8 @@ More to come ([#](a forthcoming release.))
 The first release of ProxSuite.
 
 
-[Unreleased]: https://github.com/Simple-Robotics/proxsuite/compare/v0.6.1...HEAD
+[Unreleased]: https://github.com/Simple-Robotics/proxsuite/compare/v0.6.2...HEAD
+[0.6.2]: https://github.com/Simple-Robotics/proxsuite/compare/v0.6.1...v0.6.2
 [0.6.1]: https://github.com/Simple-Robotics/proxsuite/compare/v0.6.0...v0.6.1
 [0.6.0]: https://github.com/Simple-Robotics/proxsuite/compare/v0.5.1...v0.6.0
 [0.5.1]: https://github.com/Simple-Robotics/proxsuite/compare/v0.5.0...v0.5.1