how to add proxy support to boost::asio?

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In my desktop application I added access to various internet resources using boost::asio. All i do is sending http requests (i.e to map tile servers) and read the results. My code is based on the asio sync_client sample.

Now i get reports from customers who are unable to use these functions as they are running a proxy in their company. In a web browser they can enter the address of their proxy and everything is fine. Our application is unable to download data.

How can i add such support to my application?

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