sudo -s
wget -O - https://swupdate.openvpn.net/repos/repo-public.gpg|apt-key add -
echo "deb http://build.openvpn.net/debian/openvpn/<version> <osrelease> main" > /etc/apt/sources.list.d/openvpn-aptrepo.list
echo "deb http://build.openvpn.net/debian/openvpn/stable xenial main" > /etc/apt/sources.list.d/openvpn-aptrepo.list
apt-get update && apt-get install openvpn
References
https://community.openvpn.net/openvpn/wiki/OpenvpnSoftwareRepos