I used to set up environment evariables http_proxy and https_proxy (with user + password) in the past to use Pip (on Windows) behind a corporate proxy. But recently I needed to tell Pip to use a proxy without setting up environment variables as this conflicted with git configuration in combination with SSL Certificates which I get to work only by removing environment variables for proxy.

Fortunately you can configure PIP with an pip.ini file as described here: https://pip.pypa.io/en/stable/user_guide/#config-file

The detailed answer to my own question follows below.

Here are the steps how to configure proxy (with auth.) in pip's config file (pip.ini)

1. (if it does not already exist) Create a folder named 'pip' and inside it a file named 'pip.ini' as described here: https://pip.pypa.io/en/stable/user_guide/#config-file (location an name may differ per platform - e.g. on Windows it's %APPDATA%\pip\pip.ini)

2. edit pip.ini file and add

   [global]
   proxy = http://user:password@proxy_name:port
   

3. That's it!

Example for proxy with authentification (user + password):

proxy = http://butch:secret@proxyname:1234

proxyname can be an IP adress, too

Example for proxy without auth.:

proxy = http://proxyname:1234