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We also need to allow the proxy settings to be used by some programs, which use superuser permissions while accessing the network (this will depend on the program; most don't need this). We need to add the commands into a file stored in /etc/sudoers.d/ by performing the following steps:

Use the following command to open a new sudoer file:

sudo visudo -f /etc/sudoers.d/proxy

Enter the following text in the file (on a single line):

Defaults env_keep += "http_proxy HTTP_PROXY https_proxy HTTPS_PROXY ftp_proxy FTP_PROXY"

Once done, save and exit by pressing Ctrl + X, Y, and Enter; don't change the proxy.tmp filename (this is normal for visudo; it will change it to proxy when finished).
If prompted What now?, there is an error in the command. Press X to exit without saving and retype the command.
After a reboot (using sudo reboot), you will be able to use the following commands to enable and disable the proxy respectively:

proxyenable
proxydisable

It is important to use visudo here, as it ensures the permissions of the file are created correctly for the sudoers directory (read only by the root user).