Note: DNF was introduced in Fedora 18, and is now the default package manager for Fedora 22. So we are bidding goodbye to YUM.
Please check out the following post on DNF.
DNF Behind a Proxy that Requires Authentication
Add the following entries to /etc/yum.conf
proxy=http://<proxy server IP>:<port number> proxy_username=<user name> proxy_password=<password>
