How can I set a proxy server for gem?

For http/https proxy with or without authentication:

Run one of the following commands in cmd.exe

set http_proxy=http://your_proxy:your_port
set http_proxy=http://username:password@your_proxy:your_port
set https_proxy=https://your_proxy:your_port
set https_proxy=https://username:password@your_proxy:your_port

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