In order to connect to a private network the connection should have IKE RSA - IPSEC. The default VPN connection settings that is in the settings of iPhone does not have this. The Cisco AnyConnect app have this option but the digital certificates that are visible in the default VPN are not visible in the AnyConnect app. Also the certificate import in the AnyConnect app asks for a URL instead of opening the file browser.
How to install a certificate so that it is detected by the AnyConnect app
Edit: After a lot of digging I found out that the certificates detected by Cisco AnyConnect should be in SSL template and not in other template. So, how do I convert a p12 certificate that I have into a SSL templated certificate.