import java.net.Authenticator;
import java.net.SocketAddress;
import java.net.InetSocketAddress;
import java.net.URLConnection;
import java.net.Proxy;
import java.net.URL;

public class ProxyApp {
    public static void main(String[] args){
        ProxyApp app = new ProxyApp();

        final String authUser = "username";
        final String authPassword = "password";
        final String proxyIP = "localhost"; //localhost для примера
        final int proxyPort = 8080;

        Authenticator.setDefault( new Authenticator() {
        @Override
        public java.net.PasswordAuthentication getPasswordAuthentication() {
            return new java.net.PasswordAuthentication(authUser, authPassword.toCharArray());
        }
        });

    try {
        SocketAddress addr = new InetSocketAddress(proxyIP, proxyPort);
        Proxy proxy = new Proxy(Proxy.Type.HTTP, addr);
        URL url = new URL("https://yandex.ru/internet");
        URLConnection conn = url.openConnection(proxy);

        System.setProperty("java.net.useSystemProxies", "true");
        System.setProperty("https.proxyUser", authUser);
        System.setProperty("https.proxyPassword", authPassword);
    }
    catch(java.net.MalformedURLException e) {
        System.exit(-1);
    }
    catch(java.io.IOException e) {
        throw new RuntimeException(e);
    }
}
}