Small HTTP server (open source application) include HTTPS VPN server. You can use Small HTTP VPN to connect your android device to your own server using this server software.

To do this you need to configure the server side:
Install the server from https://smallsrv.com.
If you want to use the Windows version, also download one of the OpenSSL or GnuTLS security libraries.
Start the server.
Enable TLS/SSL server. (you can use a self-signed certificate for the test)
Enable TUN VPN server, direct IP addresses, netmask, etc. for your private network.
In the HTTP server settings, specify a name for the VPN connection (for example, $_vpn_$).
Point the same name to the client application.
In the server settings, add a user with proxy access.
In the client application, provide the same username and password.
Then click the connect button to connect...