Spent a lot of time working out why openvpn wouldn't connect from a Vagrant virtual machine (running Ubuntu 14.04 LTS):

Tue Jan 10 02:51:25 2017 Control Channel Authentication: tls-auth using INLINE static key file
Tue Jan 10 02:51:25 2017 Outgoing Control Channel Authentication: Using 160 bit message hash 'SHA1' for HMAC authentication
Tue Jan 10 02:51:25 2017 Incoming Control Channel Authentication: Using 160 bit message hash 'SHA1' for HMAC authentication
Tue Jan 10 02:51:25 2017 Socket Buffers: R=[212992->200000] S=[212992->200000]
Tue Jan 10 02:51:25 2017 UDPv4 link local: [undef]
Tue Jan 10 02:51:25 2017 UDPv4 link remote: [AF_INET]xxx.xxx.xxx.xxx:1194
Tue Jan 10 02:51:25 2017 TLS: Initial packet from [AF_INET]xxx.xxx.xxx.xxx::1194, sid=92749f62 ced33a12
Tue Jan 10 02:52:25 2017 TLS Error: TLS key negotiation failed to occur within 60 seconds (check your network connectivity)
Tue Jan 10 02:52:25 2017 TLS Error: TLS handshake failed
Tue Jan 10 02:52:25 2017 SIGUSR1[soft,tls-error] received, process restarting
Tue Jan 10 02:52:25 2017 Restart pause, 2 second(s)

Turns out the openvpn version (2.3.2) is outdated; 2.3.4 or later is needed.