The issue isn't always caching, though ... I've run into this problem more than once by now. For example, my previous school got 3 dsl and 3 distinct isdn lines. Each of those end up in one computer, which creates ppp connections on each of the lines. HTTP (and a few other TCP protocols) is now load balanced transparently -- there are no automatic proxy selectors. The clients get one IP address to use as a proxy. This proxy sends out distinct requests over the connections in weighted round-robin fashion.
Since the school only has about 40 clients, it makes sense (this way the lines are utilized about equally). I have seen similar setups elsewhere in schools or even on lanparties ...
Scripts that check for the originating IP (as opposed to a session ID) are always a PITA with that -- and not really all that much more secure (IP spoofing is a concern, then), and if an attacker can easily hijack a session, one usually has different, bigger problems ;)
Even if those setups were made for caching content (as opposed to just proxying), nobody is to say that the datastore for caching isn't the same for all the interfaces, at least when they're on the same computer, thus not being counterproductive to efficient caching ...
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