Unfortunately, Android does not support the configuration of a proxy server when connecting to a Wi-Fi network. This feature is requested by its users for more than three years (http://code.google.com/p/android/issues/detail?id=1273) but Google never decided to implement compatibility with proxies in Android. Some versions of Android amended by manufacturers such as Samsung and HTC if configured to support proxies without mobile root.
ProxyDroid allows us to create several profiles and configuring a proxy for each Wi-Fi network to which we connect. I.e., we can choose the proxy is active only for certain Wi-Fi networks. We can also choose which applications must use the proxy and which not. ProxyDroid HTTP/HTTPS, SOCKS4 and SOCKS5 supports servers, proxy and NTLM authentication and NTLMv2.
All applications and solutions that tried to connect to the internet behind a proxy in Android, ProxyDroid was the only one that worked perfectly and without any complications.
Download ProxyDriod from google Play