Update 2015-04-16: This how to was originally written for Debian 6 and Ubuntu 12.04 but I can assure you that it has been tested with success on Ubuntu 14.04 LTS. Just make sure you really use file client.conf (NOT client.ovpn).
I had this huge problem – my Debian desktop did not reconnect to the VPN on reboot so here is a small how-to what needs to be done :).
Assumptions: You have working installation of OpenVPN client so when you are in /etc/openvpn and type: openvpn client.conf , where your client.conf contains configuration data it does connect without any problems. So now your only problem is – you have to write it every time you need OpenVPN to be connected and this is going to be solved by this howto.
1) Create file myopenvpn in
2) Insert into myopenvpn and save:
# OpenVPN autostart on boot script start on runlevel  stop on runlevel [!2345] respawn exec /usr/sbin/openvpn --status /var/run/openvpn.client.status 10 --cd /etc/openvpn --config /etc/openvpn/client.conf --syslog openvpn
3) Reboot the machine