Tnanks Kon. I do add following configuration in my gradle.properties. It works for HTTP, but not for HTTPS.
systemProp.http.proxyHost=proxy.mycompany.com
systemProp.http.proxyPort=8080
systemProp.http.proxyUser=MyDomain\MyName
systemProp.http.proxyPassword=MyPassword
systemProp.http.nonProxyHosts=.mycompany.com|10.|localhost
systemProp.https.proxyHost=proxy.mycompany.com
systemProp.https.proxyPort=8080
systemProp.https.proxyUser=MyDomain\MyName
systemProp.https.proxyPassword=MyPassword
systemProp.https.nonProxyHosts=.mycompany.com|10.|localhost