HTTPS_PROXY and LWP

Hello,

I'm trying to force LWP::UserAgent to go through a proxy with the
CONNECT method. At first, I tried the following:

    $ HTTPS_PROXY=http://localhost:8080/ lwp-request https://www.example.com/

But what LWP::UA actually ask for is:

    GET https://www.example.com/ HTTP/1.1

as shown by ngrep -i lo 'GET|CONNECT' port 8080 ...


After much browsing the docs and grepping the code, I still haven't found
out how can I make LWP::userAgent actually do a CONNECT through the proxy.

Does anybody know? Or maybe it can't?

-- 
 Philippe "BooK" Bruhat

 If you doubt a friend, you are not being a friend.
                                    (Moral from Groo The Wanderer #62 (Epic))