MySQL Connect via proxy in Java

I am developing a client-server software, where the client connects to the database server as follows.

...
try
{
   Class.forName("com.mysql.jdbc.Driver");
   Connection conexion = DriverManager.getConnection("jdbc:mysql://localhost/agenda", "root", "LA_PASSWORD");
}catch....
...

Both applications are always on the same local network. The problem I have is when the local network uses a proxy, in this case the MySQL connection fails.

How I can make a connection with the Java programming language, a MySQL database when a proxy on the local network?.

Thanks for the help. Greetings!