Remover epel-6 repo
yum remove epel-release
Ativar epel-7 repo:
wget https://dl.fedoraproject.org/pub/epel/epel-release-latest-7.noarch.rpm
rpm -ivh epel-release-latest-7.noarch.rpm
Ou
wget https://dl.fedoraproject.org/pub/epel/7/x86_64/e/epel-release-7-9.noarch.rpm
rpm -ivh epel-release-7-9.noarch.rpm
edite o arquivo /etc/yum.repos.d/epel.repo e verifique se você tem enabled=1
ou execute yum-config-manager --enable epel
em seguida, instale openvpn :
yum update
yum install openvpn easy-rsa