I don't have CentOS, however in most *nix packages you can find the following inside the config examples:
# By default, log messages will go to the syslog
# Use log or log-append to override this default.
# "log" will truncate the log file on OpenVPN startup,
# while "log-append" will append to it.
;log openvpn.log
;log-append openvpn.log
Try to add either line in your server.conf if you don't want to use syslog.