How to set proxy when using headless_chrome crate?

This is my code to launch the headless browser.

let proxy = format!("http://{}:{}@{}:{}", "username", "password", "proxy_host", "proxy_port");
let browser = Browser::new(LaunchOptions {
    headless: true,
    proxy_server: Some(&proxy),
    ..Default::default()
}).expect("Failed to launch browser");

It seems like there are no errors.
But after fetching the page using page.navigate_to, it meets the navigation error.
Navigate failed: net::ERR_NO_SUPPORTED_PROXIES
How to fix this problem?