Yes - It is possible.
You will need in your server config:
auth-user-pass-verify cmd method
auth-user-pass-optional
where
cmd is a script file eg: /etc/openvpn/verifyuserpass.sh (your own script for your own environment, OpenVPN do not provide a script for this that I know of) and
method is one of the options described in the manual.
See
--auth-user-pass-verify and --auth-user-pass-optional in
The Manual v23x