Java Proxy Desktop Application

I want to create an application in Java that configures the proxy settings for all the network traffic in the OS. I am using Ubuntu as my OS.

The software contains a GUI to select different proxy servers provided by various free proxy providers. The software needs to configure the selected proxy setting system wide (like when a VPN is connected), so that all network traffic used by browsers or any other applications passes through the selected proxy (like in a VPN all network traffic pass through the VPN server).

Is a desktop application like that possible with Java without using native code?

Related links are also appreciated.