I use OpenConnect on Linux to connect to Cisco VPN devices for work, but on MacOS X I usually have to use the crappy Cisco AnyConnect GUI application. The following is how to set up the same thing on MacOS X and avoid having to use the AnyConnect application:
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Install OpenConnect via homebrew (install homebrew first if you don't have it already - which you should because it's awesome!):
brew update brew install openconnect
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Install the necessary MacOS X TUN/TAP driver.
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Give the 'openconnect' binary SUDO privileges: