I know this has been asked before, but most of them are 3 to 4 years ago with no definite answers. I would like to know if this is already possible as of 2015.
Also there seems to API working for that in Android 22. VpnService and VpnService.Builder. Also you should check out this sample https://android.googlesource.com/platform/development/+/master/samples/ToyVpn/src/com/example/android/toyvpn/
Update: github.com/schwabe/ics-openvpn seems much better option when using openVPN profiles