The easy and subtle way of achieving this in java is by using Desired Capabilities class.
This is quick and is something I used in one of the project too while performing automation testing services.
Here is a little snippet on how we did it.
//Set the obvious path property for Chrome driver.
// Create an object of DesiredCapabilities class
DesiredCapabilities capabilities = DesiredCapabilities.chrome();
// Create an object for Proxy class
Proxy proxy = new Proxy();
//Now pass the proxy object to the capabilities by setting Capability
//Pass the capabilities you have created to chrome driver object
ChromeDriver driver = new ChromeDriver(capabilities);
//Now navigate to any URL and voila.