iPad VPN Disconnects when iPad goes to sleep or cuts of by itself and looses connectivity

I have an iPad version 9.3.1. I just installed my companies VPN client which shows up under Settings with an On/Off switch. I notice when on 4G or Wifi after about 5 minutes the iPad will turn the screen off which is great, but when I wake it up and put my password back in, the VPN on the upper right hand corner is gone and I have to start the VPN again. Anyway around this? What can be done to keep that VPN connection alive?