While working on one of the client's project I wanted to install and use Microsoft Azure-cli to manage Azure cloud on ubuntu (Get Started: Configure Ansible for Azure Cloud Infrastructure). This is step by step guide, First step I am updating and upgrading ubuntu system using apt-get. 

vjanvi@ubuntu2004:~$ sudo su -
root@ubuntu2004:~#
root@ubuntu2004:~# sudo apt-get update
Hit:1 http://us.archive.ubuntu.com/ubuntu focal InRelease
Hit:2 http://us.archive.ubuntu.com/ubuntu focal-updates InRelease
Hit:3 http://us.archive.ubuntu.com/ubuntu focal-backports InRelease
Hit:4 http://security.ubuntu.com/ubuntu focal-security InRelease
Reading package lists... Done
root@ubuntu2004:~#
root@ubuntu2004:~# sudo apt-get upgrade
Reading package lists... Done
Building dependency tree
Reading state information... Done
Calculating upgrade... Done
The following package was automatically installed and is no longer required:
  libfwupdplugin1
Use 'sudo apt autoremove' to remove it.
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
root@ubuntu2004:~#

Install additional necessary packages ca-certificates, curl apt-transport-https, lsb-release, gnupg using apt-get.

root@ubuntu2004:~# sudo apt-get install ca-certificates curl apt-transport-https lsb-release gnupg
Reading package lists... Done
Building dependency tree
Reading state information... Done
lsb-release is already the newest version (11.1.0ubuntu2).
lsb-release set to manually installed.
ca-certificates is already the newest version (20210119~20.04.2).
ca-certificates set to manually installed.
curl is already the newest version (7.68.0-1ubuntu2.7).
gnupg is already the newest version (2.2.19-3ubuntu2.1).
gnupg set to manually installed.
The following package was automatically installed and is no longer required:
  libfwupdplugin1
Use 'sudo apt autoremove' to remove it.
The following NEW packages will be installed:
  apt-transport-https
0 upgraded, 1 newly installed, 0 to remove and 0 not upgraded.
Need to get 4,680 B of archives.
After this operation, 162 kB of additional disk space will be used.
Do you want to continue? [Y/n] Y
Get:1 http://us.archive.ubuntu.com/ubuntu focal-updates/universe amd64 apt-transport-https all 2.0.6 [4,680 B]
Fetched 4,680 B in 0s (39.1 kB/s)
Selecting previously unselected package apt-transport-https.
(Reading database ... 189894 files and directories currently installed.)
Preparing to unpack .../apt-transport-https_2.0.6_all.deb ...
Unpacking apt-transport-https (2.0.6) ...
Setting up apt-transport-https (2.0.6) ...
root@ubuntu2004:~#

Download and install the Microsoft signing key, Add the Azure CLI software repository and Update repository information.

root@ubuntu2004:~# curl -sL https://packages.microsoft.com/keys/microsoft.asc |
>     gpg --dearmor |
>     sudo tee /etc/apt/trusted.gpg.d/microsoft.gpg > /dev/null
root@ubuntu2004:~#
root@ubuntu2004:~# AZ_REPO=$(lsb_release -cs)
root@ubuntu2004:~# echo "deb [arch=amd64] https://packages.microsoft.com/repos/azure-cli/ $AZ_REPO main" |
>     sudo tee /etc/apt/sources.list.d/azure-cli.list
deb [arch=amd64] https://packages.microsoft.com/repos/azure-cli/ focal main
root@ubuntu2004:~#
root@ubuntu2004:~# sudo apt-get update
Hit:1 http://us.archive.ubuntu.com/ubuntu focal InRelease
Hit:2 http://us.archive.ubuntu.com/ubuntu focal-updates InRelease
Hit:3 http://us.archive.ubuntu.com/ubuntu focal-backports InRelease
Get:4 https://packages.microsoft.com/repos/azure-cli focal InRelease [10.4 kB]
Get:5 http://security.ubuntu.com/ubuntu focal-security InRelease [114 kB]
Get:6 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages [8,439 B]
Fetched 133 kB in 1s (90.8 kB/s)
Reading package lists... Done
root@ubuntu2004:~#

You can install specific version of azure-cli. To list versions use below command, to install version use command sudo apt-get install azure-cli=-1~focal.

root@ubuntu2004:~# apt-cache policy azure-cli
azure-cli:
  Installed: (none)
  Candidate: 2.34.1-1~focal
  Version table:
     2.34.1-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.34.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.33.1-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.33.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.32.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.31.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.30.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.29.2-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.29.1-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.29.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.28.0-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.27.2-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages
     2.27.1-1~focal 500
        500 https://packages.microsoft.com/repos/azure-cli focal/main amd64 Packages

To install latest version use below apt-get command.

root@ubuntu2004:~# 
root@ubuntu2004:~# sudo apt-get install azure-cli
Reading package lists... Done
Building dependency tree
Reading state information... Done
The following NEW packages will be installed:
  azure-cli
0 upgraded, 1 newly installed, 0 to remove and 0 not upgraded.
Need to get 0 B/75.4 MB of archives.
After this operation, 1,083 MB of additional disk space will be used.
Selecting previously unselected package azure-cli.
(Reading database ... 189893 files and directories currently installed.)
Preparing to unpack .../azure-cli_2.34.1-1~focal_all.deb ...
Unpacking azure-cli (2.34.1-1~focal) ...
Setting up azure-cli (2.34.1-1~focal) ...
root@ubuntu2004:~#

Finally test the az command check installed version, its successful. To login and set the default subscription check article Get Started: Configure Ansible for Azure Cloud Infrastructure.

root@ubuntu2004:~# az version
{
  "azure-cli": "2.34.1",
  "azure-cli-core": "2.34.1",
  "azure-cli-telemetry": "1.0.6",
  "extensions": {}
}
root@ubuntu2004:~#

Incase if you are using proxy server, use below command to get apt-get installation working.

# No auth
export HTTP_PROXY=http://[proxy]:[port]
export HTTPS_PROXY=https://[proxy]:[port]

# Basic auth
export HTTP_PROXY=http://[username]:[password]@[proxy]:[port]
export HTTPS_PROXY=https://[username]:[password]@[proxy]:[port]

For permanent configuration of apt-get to use proxy server configure /etc/apt/apt.conf.d/apt.conf file with below configuration.

Acquire {
    http::proxy "http://[username]:[password]@[proxy]:[port]";
    https::proxy "https://[username]:[password]@[proxy]:[port]";
}

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