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