How to know if an IP Address is a proxy address?

Is there a method for finding out if a given IP address is on a proxy server?

I've tried a lot of the IP search sites and often, even if I put a known proxy address into the search, it doesn't tell me that it's proxy.

There must be a tool out there for this purpose?
All I want the search to say is a simple yes/no answer.

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia��).