Are you running openvpn as a server or a client? On which OS? and which version? I run openvpn as a client to an outside proxy service and I use monit to re-establish the connection when it goes down. You will need a variation on what follows but you can probably work it out:
in monit.conf I have:
'check file openvpn-client.log with path /home/share/openvpn-client.log
if match "RESOLVE: Cannot resolve host address" then exec "/root/reset.sh"'
so in your case you need to work out which log you're using and what the error message is when openvpn dies and modify the above accordingly.
Then create a script (in my case this was /root/reset.sh) which stops the openvpn connection and restarts it. Make sure the scripts contains a few seconds sleep or delay between stop and start.