code: protected void addProxyConnectionHeader(HttpState state,
                                              HttpConnection conn)
      throws IOException, HttpException {
          LOG.trace("enter HttpMethodBase.addProxyConnectionHeader("
                    + "HttpState, HttpConnection)");
          if (!conn.isTransparent()) {
          	if (getRequestHeader("Proxy-Connection") == null) {
                  addRequestHeader("Proxy-Connection", "Keep-Alive");
          	}
          }
      }
docs: Generates <tt>Proxy-Connection: Keep-Alive</tt> request header when
  communicating via a proxy server.
  
  @param state the {@link HttpState state} information associated with this method
  @param conn the {@link HttpConnection connection} used to execute
  this HTTP method
  
  @throws IOException if an I/O (transport) error occurs. Some transport exceptions
  can be recovered from.
  @throws HttpException  if a protocol exception occurs. Usually protocol exceptions
  cannot be recovered from.