OPENAI_PROXY not working (#14833)

Replace this entire comment with:
- **Description:** OPENAI_PROXY is not working for openai==1.3.9, The
`proxies` argument is deprecated. The `http_client` argument should be
passed instead,
  - **Issue:** OPENAI_PROXY is not working,
  - **Dependencies:** None,
  - **Tag maintainer:** @hwchase17 ,
  - **Twitter handle:** timothy66666

docs/docs/integrations/llms/openai.ipynb

@@ -153,7 +153,7 @@
    "id": "58a9ddb1",
    "metadata": {},
    "source": [
-    "If you are behind an explicit proxy, you can use the OPENAI_PROXY environment variable to pass through"
+    "If you are behind an explicit proxy, you can specify the http_client to pass through"
    ]
   },
   {
@@ -163,7 +163,11 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "os.environ[\"OPENAI_PROXY\"] = \"http://proxy.yourcompany.com:8080\""
+    "pip install httpx\n",
+    "\n",
+    "import httpx\n",
+    "\n",
+    "openai = OpenAI(model_name=\"gpt-3.5-turbo-instruct\", http_client=httpx.Client(proxies=\"http://proxy.yourcompany.com:8080\"))"
    ]
   }
  ],