Authenticated HTTP proxy with Java

How can I configure the username and password to authenticate a http proxy server using Java?

I just found the following configuration parameters:

http.proxyHost=<proxyAddress>
http.proxyPort=<proxyPort>
https.proxyHost=<proxyAddress>
https.proxyPort=<proxyPort>

But, my proxy server requires authentication. How can I configure my app to use the proxy server?

(EDIT: As pointed out by the OP, the using a java.net.Authenticator is required too. I'm updating my answer accordingly for the sake of correctness.)

(EDIT#2: As pointed out in another answer, in JDK 8 it's required to remove basic auth scheme from jdk.http.auth.tunneling.disabledSchemes property)

For authentication, use java.net.Authenticator to set proxy's configuration and set the system properties http.proxyUser and http.proxyPassword.

final String authUser = "user";
final String authPassword = "password";
Authenticator.setDefault(
  new Authenticator() {
    @Override
    public PasswordAuthentication getPasswordAuthentication() {
      return new PasswordAuthentication(authUser, authPassword.toCharArray());
    }
  }
);

System.setProperty("http.proxyUser", authUser);
System.setProperty("http.proxyPassword", authPassword);

System.setProperty("jdk.http.auth.tunneling.disabledSchemes", "");

You're almost there, you just have to append:

-Dhttp.proxyUser=someUserName
-Dhttp.proxyPassword=somePassword