OpenVpn possible with an Arduino board ?

Is it possible to make aan OpenVpn connection an Arduino and (GSM) Shield ?

At this moment i use an Arduino with GSM shield, but i want to make a OpenVpn connection because i want to send "Get" messages to controll the board..

Otherwise i have to use a Ras pi as a OpenVpn router to make this connection... but prefer direct from Arduino..

Best Regards,

leonairo