Note, that to change Active Directory user password, connection must be made over SSL.

To enable SSL on Active Directory, and get hold of ssl certificate,  see instructions for that here.

The program:

import javax.naming.*;
import javax.naming.directory.*;
import javax.naming.ldap.*;
import java.util.*;
import java.security.*;

public class ADPasswdChange {
DirContext ldapContext;
String baseName = ",CN=Users,DC=mydomain,DC=local";
String serverIP = "localhost";

public ADPasswdChange() {

try {
Hashtable env = new Hashtable();
env.put(Context.INITIAL_CONTEXT_FACTORY, "com.sun.jndi.ldap.LdapCtxFactory");
env.put(Context.SECURITY_AUTHENTICATION, "Simple");
//NOTE: Replace the user and password in next two lines, this user should have privileges to change password.
//NOTE: This is NOT the user whose password is being changed.
env.put(Context.SECURITY_PRINCIPAL, "powerfuluser@mydomain.local");
env.put(Context.SECURITY_CREDENTIALS, "whateverpassword");
//NOTE: Replace localhost in next line with actual ldap host:
env.put(Context.PROVIDER_URL, "ldap://localhost:636");
env.put(Context.SECURITY_PROTOCOL, "ssl");
ldapContext = new InitialLdapContext(env, null);

}
catch (Exception e) {
System.out.println(" bind error: " + e);
e.printStackTrace();
System.exit(-1);
}
}

public void updatePassword(String username, String password) {
try {

System.out.println("1");
String quotedPassword = "\"" + password + "\"";
char unicodePwd[] = quotedPassword.toCharArray();
byte pwdArray[] = new byte[unicodePwd.length * 2];
for (int i=0; i<unicodePwd.length; i++) {
pwdArray[i*2 + 1] = (byte) (unicodePwd[i] >>> 8);
pwdArray[i*2 + 0] = (byte) (unicodePwd[i] & 0xff);
}

ModificationItem[] mods = new ModificationItem[1];
mods[0] = new ModificationItem(DirContext.REPLACE_ATTRIBUTE,
new BasicAttribute("UnicodePwd", pwdArray));

ldapContext.modifyAttributes("CN=" + username + baseName, mods);

}
catch (Exception e) {
System.out.println("update password error: " + e);
System.exit(-1);
}
}

public static void main(String[] args) {
Security.addProvider(new com.sun.net.ssl.internal.ssl.Provider());
// the keystore that holds trusted root certificates
//NOTE: Replace with path to ssl certificate keystore file below.
System.setProperty("javax.net.ssl.trustStore", "C:/mydir/keystore.jks");
//NOTE: Replace with keystore password that was used while converting .cer to .jks file.
System.setProperty("javax.net.ssl.trustStorePassword", "thekeypasswd");
System.setProperty("javax.net.debug", "all");
ADPasswdChange adc = new ADPasswdChange();
//NOTE: Replace below with username whose password has to be changed and the desired password.
adc.updatePassword("user1", "change$2pass");
}
}

The above program is a slightly modified version of the one mentioned here:
http://blogs.msdn.com/b/alextch/archive/2012/05/15/how-to-set-active-directory-password-from-java-application.aspx