How to install tinyproxy, the comprehensive guide
You should build from source, since the latest version on Ubuntu repository doesn’t support authentication yet
git clone https://github.com/tinyproxy/tinyproxy.git
sudo apt-get install automake cmake asciidoc
cd tinyproxy
./autogen.sh
make && make install
Add authentication
vi /etc/tinyproxy.conf
-----
BasicAuth user password
Allow your.local.ip.address
-----
sudo /etc/init.d/tinyproxy restart