How to get 401 response without handling it using try/catch in android

I am using HttpUrlConnection to make network requests from my android application. Everything works fine except one thing, 401. Whenever the server returns response with status code 401, my app throws IOException with a message stating, "no authentication challenge found". After googling it, I haven't found a single solution, but only workaround (handling it using try/catch, assuming its a 401 response).

here is the code snippet:

public Bundle request(String action, Bundle params, String cookie) throws FileNotFoundException, MalformedURLException, SocketTimeoutException,
        IOException {

    OutputStream os;

    String url = baseUrl + action;
    Log.d(TAG, url);
    HttpURLConnection conn = (HttpURLConnection) new URL(url).openConnection();
    conn.setConnectTimeout(30 * 1000);
    conn.setReadTimeout(30 * 1000);
    conn.setRequestProperty("User-Agent", System.getProperties().getProperty("http.agent") + "AndroidNative");
    conn.setRequestMethod("POST");
    conn.setRequestProperty("Content-Type", "multipart/form-data;boundary=" + boundary);
    conn.setRequestProperty("Connection", "Keep-Alive");
    conn.setDoOutput(true);
    conn.setDoInput(true);
    if (cookie != null) {
        conn.setRequestProperty("Cookie", cookie);
    }

    if (params != null) {
        os = conn.getOutputStream();
        os.write(("--" + boundary + endLine).getBytes());
        os.write((encodePostBody(params, boundary)).getBytes());
        os.write((endLine + "--" + boundary + endLine).getBytes());
        uploadFile(params, os);
        os.flush();
        os.close();
    }

    conn.connect();

    Bundle response = new Bundle();
    try {
        response.putInt("response_code", conn.getResponseCode());
        Log.d(TAG, conn.getResponseCode() + "");
        response.putString("json_response", read(conn.getInputStream()));
        List<String> responseCookie = conn.getHeaderFields().get("set-cookie");
        // Log.d(TAG, responseCookie.get(responseCookie.size() - 1));
        response.putString("cookie", responseCookie.get(responseCookie.size() - 1));
    } catch (SocketTimeoutException e) {
        throw new SocketTimeoutException(e.getLocalizedMessage());
    } catch (FileNotFoundException e) {
        throw new FileNotFoundException(e.getLocalizedMessage());
    } catch (IOException e) {
        e.printStackTrace();
        response.putInt("response_code", HttpURLConnection.HTTP_UNAUTHORIZED);
        response.putString("json_response", read(conn.getErrorStream()));
    }

    // debug
    Map<String, List<String>> map = conn.getHeaderFields();
    for (String key : map.keySet()) {
        List<String> values = map.get(key);
        for (String value : values) {
            Log.d(key, value);
        }
    }

    conn.disconnect();

    return response;
}

I really want to know, why this exception is thrown? What does authentication challenge mean? How to provide authentication challenge? what change I have to make in my code to overcome this situation?

Please enlighten me.. :)